Hull9e_cover Fundamentals of Futures
and Options Markets, Ninth Edition

 

Chapter Outline:

  1. Introduction
  2. Futures Markets and Central Counterparties
  3. Hedging Strategies Using Futures
  4. Interest Rates
  5. Determination of Forward and Futures Prices
  6. Interest Rate Futures
  7. Swaps
  8. Securitization and the Credit Crisis of 2007
  9. Mechanics of Options Markets
  10. Properties of Stock Options
  11. Trading Strategies Involving Options
  12. Introduction to Binomial Trees
  13. Valuing Stock Options: The Black-Scholes-Merton Model
  14. Employee Stock Options
  15. Options on Stock Indices and Currencies
  16. Futures Options and Black’s Model
  17. The Greek Letters
  18. Binomial Trees in Practice
  19. Volatility Smiles
  20. Value at Risk and Expected Shortfall
  21. Interest-Rate Options
  22. Exotic Options and Other Non-Standard Instruments
  23. Credit Derivatives
  24. Insurance, Weather, Energy, and Credit Derivatives
  25. Derivatives Disasters and What We Can Learn From Them

Answers to Quiz Questions

Glossary of Terms

DerivaGem Software

Major Exchanges Trading Futures and Options

Table for N(x) when x<0

Table for N(x) when x>0

Index