John C.Hull – Fundamentals of Futures & Options Markets (4th Ed.)

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Author:John C.Hull

John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto. He studied Mathematics at Cambridge University (B.A. & M.A.), and holds an M.A. in Operational Research from Lancaster University and a Ph.D. in Finance from Cranfield University. He has won many teaching awards, such as the University of Toronto’s prestigious Northrop Frye award.

Fundamentals of Futures & Options Markets (4th Ed.)

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This book has been written for undergraduate and graduate elective courses offered by business, economics, and other faculties. Many practitioners who want to acquire a working knowledge of futures and options markets will also find the book useful.

For undergraduate courses in options and futures.This introduction to futures and options markets is ideal for those with limited background in mathematics. Based on Hull’s Options, Futures and Other Derivatives, one of the best-selling books on Wall Street and in the college market, this text offers an accessible presentation of the topic without the use of calculus.

The text can be used in a number of different ways. Instructors who like to focus on one- and two-step binomial trees when valuing options may wish to cover only the first 10 chapters. Instructors who feel that swaps are adequately covered by other courses can choose to omit Chapter 6. There are many different ways in which Chapters 11 to 21 can be used. Some instructors may choose to devote relatively more time to futures and swaps markets (Chapters 1 and 6); others may choose to structure their course mostly around options markets (Chapters 7 to 21). The three new Chapters (19 to 21) contain very little mathematics and do not rely heavily on earlier material.

At the end of each chapter (except the last one) there are seven quiz questions that students can use to provide a quick test of their understanding of the key concepts. The answers to these are at the end of the book.

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