Options, Futures, and Other Derivative Securities

Front Cover
Prentice Hall, 1989 - Business & Economics - 341 pages

Contents

Preface xv
1
gold and silver 47
tions 55
vior of Stock Prices 62
eters
Chapter 5
5
futures prices 167
Chapter 2
Chapter 8
2
Chapter 9
Chap
4
he analytic approximation

8
jixations in option pricing 243
stock indices 136
erivation of differential equation
ependent on several variables 161
12
man and Bartter model 267 12
Chapter 12
APPENDIX 12A Pricing formulas for alternative
ation of Credit Risk 283 13

About the author (1989)

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.

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