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...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
New York
Pearson Education
2015
|
| Những chủ đề: | |
| Truy cập trực tuyến: | http://lrc.tdmu.edu.vn/opac/search/detail.asp?aID=2&ID=30898 |
| Các nhãn: |
Thêm thẻ
Không có thẻ, Là người đầu tiên thẻ bản ghi này!
|
| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Thủ Dầu Một |
|---|
| LEADER | 02151nam a2200205Ia 4500 | ||
|---|---|---|---|
| 001 | TDMU_30898 | ||
| 008 | 210410s9999 xx 000 0 und d | ||
| 082 | |a 428 | ||
| 090 | |b CJ427 | ||
| 100 | |a Hull, John | ||
| 245 | 0 | |a Options, futures, and other derivatives | |
| 245 | 0 | |c John C. Hull, Maple Financial Group Professor of Derivatives and Risk Management, Joseph L. Rotman School of Management, University of Toronto | |
| 260 | |a New York | ||
| 260 | |b Pearson Education | ||
| 260 | |c 2015 | ||
| 300 | |a xxiii, 868 pages | ||
| 520 | |a 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. | ||
| 650 | |a Derivative securities.; Futures.; Stock options.; Chứng khoán phái sinh; Lựa chọn chứng khoán | ||
| 856 | |u http://lrc.tdmu.edu.vn/opac/search/detail.asp?aID=2&ID=30898 | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Thủ Dầu Một | ||