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Options, Futures, and Other Derivatives

Options, Futures, and Other Derivatives

Wydawnictwo Pearson Education
Data wydania 01/08/2017
Wydanie 9
Liczba stron 896
Forma publikacji zestaw
Poziom zaawansowania Dla szkół wyższych i kształcenia podyplomowego
Język angielski
ISBN 9781292212890
Kategorie Inwestycje i papiery wartościowe
271.00 PLN (z VAT)
$73.94 / €63.92 / £56.22 /
Produkt dostępny
Przesyłka w 2 dni
Do schowka

Opis książki

For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets Practitioners refer to it as "the bible;" in the university and college marketplace it's the best seller; and now it's been revised and updated to cover the industry's hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today's derivatives markets. This program provides a better teaching and learning experience-for you and your students. Here's how:* NEW! Available with DerivaGem 3.00 software-including two Excel applications, the Options Calculator and the Applications Builder* Bridges the gap between theory and practice-a best-selling college text, and considered "the bible" by practitioners, it provides the latest information in the industry* Provides the right balance of mathematical sophistication-careful attention to mathematics and notation* Offers outstanding ancillaries toround out the high quality of the teaching and learning package

Options, Futures, and Other Derivatives

Spis treści

1. Introduction2. Mechanics of Futures Markets3. Hedging Strategies Using Futures4. Interest Rates5. Determination of Forward and Futures Prices6. Interest Rate Futures7. Swaps8. Securitization and the Credit Crisis of 20079. OIS Discounting, Credit Issues, and Funding Costs10. Mechanics of Options Markets11. Properties of Stock Options12. Trading Strategies Involving Options13. Binomial Trees14. Wiener Processes and Ito's Lemma15. The Black-Scholes-Merton Model16. Employee Stock Options17. Options on Stock Indices and Currencies18. Options on Futures19. Greek Letters20. Volatility Smiles21. Basic Numerical Procedures22. Value at Risk23. Estimating Volatilities and Correlations for Risk Management24. Credit Risk25. Credit Derivatives26. Exotic Options27. More on Models and Numerical Procedures28. Martingales and Measures29. Interest Rate Derivatives: The Standard Market Models30. Convexity, Timing and Quanto Adjustments31. Interest Rate Derivatives: Models of the Short Rate32. HJM, LMM, and Multiple Zero Curves33. Swaps Revisited34. Energy and Commodity Derivatives35. Real Options36. Derivatives Mishaps and What We Can Learn from ThemGlossary of TermsDerivaGem SoftwareMajor Exchanges Trading Futures and OptionsTable for N(x) when xâ ¤ 0Table for N(x) when xâ Y0Author indexSubject index

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