Options, Futures, and Other Derivative Securities

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Prentice Hall, 1993 - Derivative securities - 492 pages
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Covers forward contracts, futures, contracts, options, swaps, and other non-standard derivative securities, and looks at mathematical models of stock price behavior.

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Contents

FUTURES MARKETS AND THE USE OF FUTURES
18
5
31
FORWARD AND FUTURES PRICES
45
Copyright

16 other sections not shown

Other editions - View all

Options, futures, and other derivative securities
John Hull
Snippet view - 1989

Common terms and phrases

6-month American call option American options American put option assume average Black-Scholes bond price calculated Chapter commodity Consider continuous compounding cost coupon default derivative security discount bond dividend yield dollars equal European call option European option European put option example exchange rate exercise price expiration date Figure financial institution fixed rate floating rate formula forward contract forward price forward rate futures contract futures option futures price gamma holder increases interest rate swap investment investor Journal of Financial LIBOR long position maturity million node non-dividend-paying stock normal distribution open Int option price payment payoff pays percent per annum profit Puts-Settle Price quoted rate of interest risk-free interest rate risk-free rate risk-neutral world riskless sell short position spot price standard deviation stochastic stock index stock price strike price Suppose term structure traded securities Treasury bill underlying asset variable variance Wiener process yield curve zero

References to this book

Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming,Halil Mete Soner
No preview available - 2006
The Mathematics of Financial Derivatives: A Student Introduction
Paul Wilmott,Sam Howison,Jeff Dewynne
Limited preview - 1995
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About the author (1993)

John C. Hull is the noted author of such texts as Introduction to Futures and Options, Markets and Options, Futures, and Other Derivatives. In these books, and others, he explains in readable form concepts related to the Futures market, investing, and business. Largely aimed at students, Hull's books serve as an excellent introduction to the field or a valuable refresher to those already in the corporate world. John C. Hull has been a professor of finance and director of the Centre for Finance Studies at the University of Toronto in Canada. He received degrees from Cranfield University, Cambridge University, and Lancaster.

Bibliographic information

QR code for Options, Futures, and Other Derivative Securities
TitleOptions, Futures, and Other Derivative Securities
Prentice-Hall International editions
AuthorJohn Hull
Edition2, illustrated
PublisherPrentice Hall, 1993
Original fromthe University of Virginia
DigitizedAug 15, 2008
ISBN0136390145, 9780136390145
Length492 pages
  
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