Packed with numerical examples and accounts of real-life situations, this text effectively guides students through the material while helping them prepare for the working world. Offer the latest software: DerivaGem version 2. Version 2. Introduction 2. Mechanics of futures markets 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 9. Mechanics of options markets Properties of stock options Trading strategies involving options Introduction to binomial trees Valuing stock options: The Black--Scholes--Merton model Employee stock options Options on stock indices and currencies Futures options Rotman School of Management, University of Toronto. Customer Reviews Most helpful customer reviews 2 of 2 people found the following review helpful. This is a legitimate book for those who are looking to take their CFA in the future By Jeremy What a great book I should read this to my university in my options and Futures class which has proved to be quite good for me to do my CFA in the future 1 of 1 people found the following review helpful.
By Kyle Aja Perfect. Book came 2 weeks before expected and was the correct edition! Saved me so much money with paperback instead of hardcover. The Greek letters Binomial trees in practice Volatility smiles Value at risk and expected shortfall Interest rate options Exotic options and other nonstandard products Credit derivatives Weather, energy, and insurance derivatives Derivatives mishaps and what we can learn from them.
Share a link to All Resources. Instructor Resources. Websites and online courses. Other Student Resources. Discipline Resources. About the Author s. Previous editions. Fundamentals of Futures and Options Markets, 8th Edition. Relevant Courses.
Options and Futures Finance. Sign In We're sorry! Username Password Forgot your username or password? Swaps 8. Securitization and the credit crisis of 9. Mechanics of options markets Properties of stock options Trading strategies involving options Introduction to binomial trees Valuing stock options: The Black--Scholes--Merton model Employee stock options Options on stock indices and currencies Futures options The Greek letters Binomial trees in practice Volatility smiles Value at risk Interest rate options Exotic options and other nonstandard products Credit derivatives Weather, energy, and insurance derivatives Pearson offers affordable and accessible purchase options to meet the needs of your students.
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