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Previews available in: English
Edition | Availability |
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1
Fundamentals of futures and options markets
2007, Prentice Hall, Pearson Prentice Hall
in English
- 6th ed.
0132242265 9780132242264
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2
Fundamentals of futures and options markets
2005, Pearson/Prentice Hall
in English
- 5th ed.
0131445650 9780131445659
|
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|
3
Fundamentals of futures and options markets
2002, Prentice Hall, Prentice-Hall International (UK)
in English
- 4th ed., International ed.
0130423580 9780130423580
|
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|
Book Details
Table of Contents
Introduction
Mechanics of futures markets
Hedging strategies using futures
Interest rates
Determination of forward and futures prices
Interest rate futures
Swaps
Mechanics of options markets
Properties of stock options
Trading strategies involving options
Introduction to binomial trees
Valuing stock options : the BlackScholes model
Options on stock indices and currencies
Futures options
The Greek letters
Binomial trees in practice
Volatility smiles
Value at risk
Interest rate options
Exotic options and other nonstandard products
Credit derivatives
Weather, energy, and insurance derivatives
Derivatives mishaps and what we can learn from them.
Edition Notes
Includes index.
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The Physical Object
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History
- Created September 23, 2008
- 15 revisions
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March 28, 2025 | Edited by ImportBot | Redacting ocaids |
May 28, 2023 | Edited by MARC Bot | import existing book |
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September 23, 2008 | Created by ImportBot | Imported from Library of Congress MARC record |