Fundamentals of Futures and Options Markets
Fundamentals of Futures and Options Markets
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发表时间：
2001-07
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通讯作者：
J. Hull
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作者：
J. Hull
1. 介绍。2。期货和远期市场机制。利用期货的对冲策略。利率。远期和期货价格的确定。利率期货。互换。8。期权市场机制。股票期权的性质。涉及期权的交易策略。二叉树导论。股票期权估值：Black-Scholes模型。股票指数和货币期权。期货期权。希腊字母。二叉树的实践。波动的微笑。风险价值。利率选项。另类期权和其他非标准工具。信用衍生品。保险、天气、能源和信用衍生品。衍生品灾难以及我们可以从中吸取的教训。术语术语表。DerivaGem软件。@CHLIST =主要交易所交易期货和期权。当x为a0时N(x)的表。当x = 0时N(x)的表。索引。
1. Introduction. 2. Mechanics of Futures and Forward Markets. 3. Hedging Strategies Using Futures. 4. Interest Rates. 5. Determination of Forward and Futures Prices. 6. Interest Rate Futures. 7. Swaps. 8. Mechanics of Options Markets. 9. Properties of Stock Options. 10. Trading Strategies Involving Options. 11. Introduction to Binomial Trees. 12. Valuing Stock Options: The Black-Scholes Model. 13. Options on Stock Indices and Currencies. 14. Futures Options. 15. The Greek Letters. 16. Binomial Trees in Practice. 17. Volatility Smiles. 18. Value at Risk. 19. Interest-Rate Options. 20. Exotic Options and Other Non-Standard Instruments. 21. Credit Derivatives. 22. Insurance, Weather, Energy, and Credit Derivatives. 23. Derivative Disasters and What We Can Learn From Them. Glossary of Terms. DerivaGem Software. @CHLIST = Major Exchanges Trading Futures and Options. Table for N(x) when x a0. Table for N(x) when x o0. Index.