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Options, Futures and Other Derivatives

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Options, Futures and Other Derivatives

Options, Futures and Other Derivatives

Global Edition

888 pages, parution le 18/04/2011 (8eme édition)

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

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
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Caractéristiques techniques du livre "Options, Futures and Other Derivatives"

  PAPIER
Éditeur(s) Pearson
Auteur(s) John C. Hull
Parution 18/04/2011
Édition  8eme 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

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