• Corpus ID: 153976727

Options, Futures, and Other Derivatives

@inproceedings{Hull1989OptionsFA,
  title={Options, Futures, and Other Derivatives},
  author={John Hull},
  year={1989}
}
Contents: Introduction. Futures Markets and the Use of Futures for Hedging. Forward and Futures Prices. Interest Rate Futures. Swaps. Options Markets. Properties of Stock Option Prices. Trading Strategies Involving Options. Introduction to Binomial Trees. Model of the Behavior of Stock Prices. The Black-Scholes Analysis. Options on Stock Indices, Currencies, and Futures Contracts. General Approach to Pricing Derivatives. The Management of Market Risk. Numerical Procedures. Interest Rate… 

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