Determination of Forward and Futures Prices
Chapter 5
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
5.1
Consumption vs Investment Assets
Investment
assets
Interest Rates
Chapter 4
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
4.1
Types of Rates
Treasury
rates LIBOR rates Repo rates
Fundamentals of Futures
Hedging Strategies Using Futures
Chapter 3
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
3.1
Long & Short Hedges
A
long futures hedge is appropriate when y
Trading Strategies Involving Options
Chapter 10
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
10.1
Three Alternative Strategies
Take
a position in the opt
Mechanics of Options Markets
Chapter 8
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
8.1
Types of Options
A
call is an option to buy A put is an option to
The Greek Letters
Chapter 15
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
15.1
Example (Page 325)
A bank has sold for $300,000 a European call option on 10
Volatility Smiles
Chapter 17
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
17.1
Volatility Smile
A
volatility smile shows the variation of the implied vol
Binomial Trees in Practice
Chapter 16
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
16.1
Binomial Trees
Binomial trees are frequently used to approximate th
Valuing Stock Options:The Black-Scholes Model
Chapter 12
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
12.1
The Black-Scholes Random Walk Assumption
Consid
Introduction to Binomial Trees
Chapter 11
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
11.1
A Simple Binomial Model
A
stock price is currently $20 In thr
Mechanics of Futures Markets
Chapter 2
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
2.1
Futures Contracts
Available
on a wide range of underlyings Excha
Introduction
Chapter 1
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
1.1
The Nature of Derivatives
A derivative is an instrument whose value depends on the
Derivatives Mishaps and What We Can Learn from Them
Chapter 23
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
23.1
Big Losses by Financial Institutions
Allie
Weather, Energy, and Insurance Derivatives
Chapter 22
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
22.1
Weather Derivatives: Definitions
Heating
degree d
Credit Derivatives
Chapter 21
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
21.1
Credit Derivatives
Derivatives
where the payoff depends on the credit qua
Exotic Options and Other Nonstandard Products
Chapter 20
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
20.1
Types of Exotic Options
Packages Nonstandard
Interest Rate Futures
Chapter 6
Fundamentals of Futures and Options Markets, 6th Edition, Copyright John C. Hull 2007
6.1
Day Count Conventions in the U.S. (Page 127)
Treasury Bonds: Actual/Actua