Derivative Securities Reader (Custom Edition), 1st edition

Published by Pearson Learning Solutions (17 July 2014) © 2015

  • John C. Hull University of Toronto
  • Sirimon Treepongkaruna
  • David Colwell
  • Richard Heaney
  • David Pitt

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ISBN-13: 9781486023486
Derivative Securities Reader (Custom Edition)
Published 2014

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Title overview

This custom edition is published for the University of Sydney.

Table of contents

  • CHAPTER 1 Introduction
  • CHAPTER 2 Mechanics of futures markets
  • CHAPTER 3 Hedging strategies using futures
  • CHAPTER 5 Determination of forward and futures prices
  • CHAPTER 6 Interest rate futures
  • CHAPTER 7 Swaps
  • CHAPTER 9 Mechanics of options markets
  • CHAPTER 10 Properties of stock options
  • CHAPTER 11 Trading strategies involving options
  • CHAPTER 12 Introduction to binomial trees
  • CHAPTER 13 Valuing stock options: The Black-Scholes-Merton model
  • CHAPTER 15 Options on stock indices and currencies
  • CHAPTER 16 Futures options
  • CHAPTER 17 The Greek letters
  • CHAPTER 22 Exotic options and other non-standard products
  • CHAPTER 25 Derivatives mishaps and what we can learn from them
  • APPENDIX Solutions
  • INDEX

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