Options, futures, and other derivatives

Revised edition of the author's Options, futures, and other derivatives, [2015].; Includes bibliographical references and indexes.; Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures...

Täydet tiedot

Tallennettuna:
Bibliografiset tiedot
Päätekijä: Hull, John
Aineistotyyppi: Kirja
Kieli:Undetermined
Julkaistu: New York Pearson Education 2015
Aiheet:
Linkit:http://lrc.tdmu.edu.vn/opac/search/detail.asp?aID=2&ID=30898
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Thủ Dầu Một
Kuvaus
Yhteenveto:Revised edition of the author's Options, futures, and other derivatives, [2015].; Includes bibliographical references and indexes.; Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- 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 -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- Hjm, lmm, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index.
Ulkoasu:xxiii, 868 pages