Fundamentals of Futures and Options Markets
Designed for undergraduate courses in options and futures, this introduction should be suitable for those with a limited background in mathematics. Based on Hull's Options, Futures and Other Derivatives, the book offers an accessible presentation of the topic without the use of calculus.
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Mechanics of Futures and Forward Markets
Determination of Forward and Futures Prices
Hedging Strategies Using Futures
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American call option American options annum arbitrage opportunities asset price assume BBBCorp binomial tree Black-Scholes calculated cash flows Chapter Consider continuous compounding cost coupon delta DerivaGem derivatives dividend yield equation Eurodollar futures European call option European option European put option example exchange rate expiration date Figure financial institution fixed rate floating-rate foreign currency forward contract forward price futures contract futures option futures price gamma hedge hedger holder implied volatility interest rate swap investment investor June LIBOR LIBOR rate lognormal long position margin account market variables maturity Microsoft million node non-dividend-paying stock option contract option price payoff pays profit put-call parity quoted rate of interest risk risk-free interest rate risk-free rate risk-neutral sell shares short position six-month spot price standard deviation stock index stock option stock price strategy strike price Suppose Table three months trading underlying asset vol Wed Xe~rT zero rates