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[ author_sort:"hull, john, (1946-)" ]
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Options, futures and other derivatives /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Options, futures and other derivatives /John C. Hull.
作者:
Hull, John,
出版者:
Upper Saddle River, NJ :Prentice Hall,c2009.
面頁冊數:
xxii, 814 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.)
標題:
Futures.
ISBN:
9780135009949 (International ed. : pbk.)
Options, futures and other derivatives /
Hull, John,1946-
Options, futures and other derivatives /
John C. Hull. - 7th ed. - Upper Saddle River, NJ :Prentice Hall,c2009. - xxii, 814 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.)
Includes bibliographical references and indexes.
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 -- Binomial trees -- Wiener processes and Ito's Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them.
ISBN: 9780135009949 (International ed. : pbk.)
LCCN: 2008010842
Nat. Bib. No.: GBA889275bnbSubjects--Topical Terms:
209198
Futures.
LC Class. No.: HG6024.A3 / H85 2009
Dewey Class. No.: 332.64/5
Options, futures and other derivatives /
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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 -- Binomial trees -- Wiener processes and Ito's Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them.
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