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Options, Futures and Other Derivatives

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Options, Futures and Other Derivatives

Options, Futures and Other Derivatives

790 pages, parution le 09/08/2005 (6eme édition)

Résumé

For advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, financial engineering or risk management.

Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. Hull offers a clear presentation with various numerical examples, as well as good practical knowledge of how derivatives are priced and traded.

L'auteur John C. Hull

John Hull est professeur de finance à la Joseph L. Rotman School of Management, université de Toronto, Canada.

Autres livres de John C. Hull

Sommaire

  • Preface
  • 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
  • Options on Stock Indices, Currencies, and 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
  • Glossary of Terms
  • DerivaGem Software
  • Major Exchanges Trading Futures and Options
  • Table for N(x) when x= 0
  • Table for N(x) when x=0
  • Author Index
  • Subject Index
Voir tout
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Caractéristiques techniques du livre "Options, Futures and Other Derivatives"

  PAPIER
Éditeur(s) Pearson
Auteur(s) John C. Hull
Parution 09/08/2005
Édition  6eme édition
Nb. de pages 790
Format 21 x 26
Couverture Relié
Poids 1697g
Intérieur Noir et Blanc
EAN13 9780131499089
ISBN13 978-0-13-149908-9

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