Introduction
Mechanics of futures markets
Hedging strategies using futures
Interest rates
Determination of forward and futures prices
Interest rate futures
Swaps
Mechanics of options markets
Properties of stock options
Trading strategies involving options
Introduction to binomial trees
Valuing stock options : the Black-Scholes model
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
Derivatives mishaps and what we can learn from them.
Fundamentals of futures and options markets by John Hull. ISBN 9780132242264. Published by Prentice Hall in 2008. Publication and catalogue information, links to buy online and reader comments.