Fundamentals of futures and options markets\ John Hull
- 6 New Jerse Pearson Prentice Hall, 2007
- 561 p.
I: IntroductionII: Mechannics of futures marketsIII: Hedging strategies using futuresIV: Interest ratesV: Determination of forward and futures pricesVI: Interest rate futuresVII: SwapsVIII: Mechanics of options marketsIX: Properties of stock optionsX: Trading strategies involving optionsXI: Introduction to binomial treesXII: Valuing stock options: The clack scholes modelXIII: Options on stock indices and currenciesXIV: Futures optionsXV: The greek letters