Options, Futures and Other Derivatives

Global Edition

John C. Hull

888 pages, parution le 27/05/2011 (8^eme édition)

Ajouter à une liste

Indisponible

Résumé

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.

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

Pack options, futures et autres actifs dérivés 11e

Découvrir tous les livres de John C. Hull

Sommaire

Introduction
Mechanics of Futures Markets
Hedging Strategies Using Futures
Interest Rates
Determination of Forward and Futures Prices
Interest Rate Futures
Swaps
Securitization and the Credit Crisis of 2007
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
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
Interest Rate Derivatives: Models of the Short Rate
Interest Rate Derivatives: HJM and LMM
Swaps Revisited
Energy and Commodit Derivatives
Real Options
Derivatives Mishaps and What We Can Learn from Them
Derivatives markets in developing countries

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Pearson
Auteur(s)	John C. Hull
Parution	27/05/2011
Édition	8^eme édition
Nb. de pages	888
Format	20 x 25
Couverture	Broché
Poids	1406g
Intérieur	Noir et Blanc
EAN13	9780273759072
ISBN13	978-0-273-75907-2