Mechanics of futures markets 3.

Hedging strategies using futures 4. Determination of forward and futures prices 6. Interest rate futures 7. Securitization and the credit crisis of 9.

Hull, Fundamentals of Futures and Options Markets, 9th Edition

Mechanics of options markets Properties of stock options Trading strategies involving options Introduction to binomial trees The Black--Scholes--Merton model Employee stock options Options on stock indices and currencies The Greek letters Binomial trees in practice Value at risk Interest rate options Exotic options and other nonstandard products Credit derivatives Answers to Quiz Questions Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for N x Index.

Offer the latest software: The Options Calculator consists of easy-to-use software for valuing a wide range of options. The Applications Builder consists of a number of Excel functions from which users can build their own applications.

It includes a number of sample applications, enables students to explore the properties of options and numerical procedures more easily, and allows for additional assignments to be designed. Encourage self-assessment and practice: End-of-chapter quizzes and problems. Students will be able to assess their knowledge with the seven quiz questions found at the end of each chapter excluding the final chapter. This text also contains about Practice Questions and over Further Questions.

Many new end-of-chapter problems have been added to this edition.

Fundamentals of Futures and Options Markets by John C. Hull (Mixed media product, ) | eBay

Solutions Manual and Study Guide: Answers to Practice Questions and advice to readers on how each chapter should be studied are in the Solutions Manual and Study Guide ISBN X which is published by Pearson and can be purchased separately from this book. Many changes have been made to update material and improve the presentation The changes taking place in the way over-the-counter derivatives are traded are explained.

The chapter on swaps chapter 7 reflects the trend in the market toward OIS discounting. It explains how swaps can be valued using both LIBOR and OIS discounting.

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New non-technical explanations of the Black-Scholes-Merton formula are provided in chapter 13 and an appendix to chapter 12 outlines how the formula can be derived from binomial trees.

New material has been added on principal protected notes chapter 11 reflecting their importance in the market. Products such as DOOM options and CEBOs offered by the CME Group are covered chapter 9.

The material on exotic options chapter 22 has been expanded to include a discussion of cliquet and Parisian options. The material on credit derivatives chapter 23 has been updated and expanded. Value at risk is explained with an example using real data chapter The example and accompanying spread sheets have been improved for this edition. This makes the presentation more interesting and gives instructors the opportunity to use richer assignment questions.

Several hundred PowerPoint slides have been posted to John C.

These PowerPoint slides are a valuable resource that can be adapted for your personal class needs. The Instructors Manual is made available online to adopting instructors by Pearson. The Test Bank has been greatly improved for this edition and is also available online to adopting instructors from Pearson.

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