Fundamentals of futures and options markets. 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.
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References in zbMATH (referenced in 11 articles , 1 standard article )
Showing results 1 to 11 of 11.
- Braouezec, Yann; Grunspan, Cyril: A new elementary geometric approach to option pricing bounds in discrete time models (2016)
- Zhang, Kai; Song, Haiming; Li, Jingzhi: Front-fixing FEMs for the pricing of American options based on a PML technique (2015)
- Hu, Jian; Homem-de-Mello, Tito; Mehrotra, Sanjay: Stochastically weighted stochastic dominance concepts with an application in capital budgeting (2014)
- Zhang, Ran; Song, Haiming; Luan, Nana: Weak Galerkin finite element method for valuation of American options (2014)
- Goard, Joanna; Mazur, Mathew: Stochastic volatility models and the pricing of VIX options (2013)
- Briscoe, Gerard; Sadedin, Suzanne; De Wilde, Philippe: Digital ecosystems: ecosystem-oriented architectures (2011) ioport
- Gao, Pei-Wang: Options strategies with the risk adjustment (2009)
- Wong, Hoi Ying; Choi, Tsz Wang: Estimating default barriers from market information (2009)
- Tangian, Andranik: Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy (2008)
- Melnikov, Alexander; Romaniuk, Yulia: Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (2006)
- Hull, John C.: Fundamentals of futures and options markets. (2002)