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Options, Futures, and Other Derivatives with Derivagem CD John C. Hull

Options, Futures, and Other Derivatives with Derivagem CD von John C. Hull

Options, Futures, and Other Derivatives with Derivagem CD John C. Hull


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Zusammenfassung

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.

Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.

Options, Futures, and Other Derivatives with Derivagem CD Zusammenfassung

Options, Futures, and Other Derivatives with Derivagem CD: International Edition John C. Hull

&>For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.

Inhaltsverzeichnis

Preface
1. 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. Mechanics of Options Markets
9. Properties of Stock Options
10. Trading Strategies Involving Options
11. Binomial Trees
12. Wiener Processes and Ito's lemma
13. The Black-Scholes-Merton Model
14. Options on Stock Indices, Currencies, and Futures
15. The Greek Letters
16. Volatility Smiles
17. Basic Numerical Procedures
18. Value at Risk
19. Estimating Volatilities and Correlations
20. Credit Risk
21. Credit Derivatives
22. Exotic Options
23. Weather, Energy, and Insurance Derivatives
24. More on Models and Numerical Procedures
25. Martingales and Measures
26. Interest Rate Derivatives: The Standard Market Models
27. Convexity, Timing, and Quanto Adjustments
28. Interest Rate Derivatives: Models of the Short Rate
29. Interest Rate Derivatives: HJM and LMM
30. Swaps Revisited
31. Real Options
32. Derivatives Mishaps and What We Can Learn from Them
Glossary of terms
DerivaGem software
Major exchanges trading futures and options
Tables for N(x)
Author index
Subject index

Zusätzliche Informationen

GOR002715823
9780132604604
0132604604
Options, Futures, and Other Derivatives with Derivagem CD: International Edition John C. Hull
Gebraucht - Sehr Gut
Gebundene Ausgabe
Pearson Education (US)
2010-09-21
848
N/A
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