Options, Futures, and Other Derivatives, w. CD-ROM
(Sprache: Englisch)
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...
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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.
Klappentext zu „Options, Futures, and Other Derivatives, w. CD-ROM “
For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.Bridge the gap between theory and practice.
This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States.
Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics.
The eighth edition has been updated and improved—featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.
Inhaltsverzeichnis zu „Options, Futures, and Other Derivatives, w. CD-ROM “
Chapter 1. Introduction Chapter 2. Mechanics of Futures Markets Chapter 3. Hedging Strategies Using Futures Chapter 4. Interest Rates Chapter 5. Determination of Forward and Futures Prices Chapter 6. Interest Rate Futures Chapter 7. Swaps Chapter 8. Securitization and the Credit Crisis of 2007 Chapter 9. Mechanics of Options Markets Chapter 10. Properties of Stock Options Chapter 11. Trading Strategies Involving Options Chapter 12. Binomial Trees Chapter 13. Wiener Processes and Ito's Lemma Chapter 14. The Black-Scholes-Merton Model Chapter 15. Employee Stock Options Chapter 16. Options on Stock Indices and Currencies Chapter 17. Options on Futures Chapter 18. Greek Letters Chapter 19. Volatility Smiles Chapter 20. Basic Numerical Procedures Chapter 21. Value at Risk Chapter 22. Estimating Volatilities and Correlations Chapter 23. Credit Risk Chapter 24. Credit Derivatives Chapter 25. Exotic Options Chapter 26. More on Models and Numerical Procedures Chapter 27. Martingales and Measures Chapter 28. Interest Rate Derivatives: The Standard Market Models Chapter 29. Convexity, Timing, and Quanto Adjustments Chapter 30. Interest Rate Derivatives: Models of the Short Rate Chapter 31. Interest Rate Derivatives: HJM and LMM Chapter 32. Swaps Revisited Chapter 33. Energy and Commodit Derivatives Chapter 34. Real Options Chapter 35. Derivatives Mishaps and What We Can Learn from Them Chapter 36. Derivatives markets in developing countries
Autoren-Porträt von John C. Hull
John C. Hull ist Professor für Derivate und Risikomanagement an der Joseph L. Rotman School of Management der University of Toronto und Direktor des Bonham Center for Finance. Er gehört zu den international renommiertesten Experten für Derivate mit zahlreichen Publikationen zum Thema. Prof. Hull lehrte u.a. an der York University, der University of British Columbia, der New York University und der London Business School.
Bibliographische Angaben
- Autor: John C. Hull
- 2011, 8th, rev. ed., 872 Seiten, mit Abbildungen, Maße: 20,4 x 25,2 cm, Kartoniert (TB), Englisch
- Verlag: PEARSON EDUCATION
- ISBN-10: 0273759078
- ISBN-13: 9780273759072
- Erscheinungsdatum: 28.03.2011
Sprache:
Englisch
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