Options, Futures, and Other Derivatives (7th Edition) Tapa dura - 2008

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.

Detalles

• Título Options, Futures, and Other Derivatives (7th Edition)
• Autor JOHN C HULL
• Encuadernación Tapa dura
• Edición 7th
• Páginas 848
• Idioma ENG
• Editorial Prentice Hall, Lebanon, Indiana, U.s.a.
• Fecha de publicación May 11, 2008
• ISBN 9780136015864

Preface1. Introduction2. Mechanics of Futures Markets3. Hedging Strategies Using Futures4. Interest Rates5. Determination of Forward and Futures Prices6. Interest Rate Futures7. Swaps8. Mechanics of Options Markets9. Properties of Stock Options10. Trading Strategies Involving Options11. Binomial Trees12. Wiener Processes and Itô’s lemma13. The Black-Scholes-Merton Model14. Options on Stock Indices, Currencies, and Futures15. The Greek Letters16. Volatility Smiles17. Basic Numerical Procedures18. Value at Risk19. Estimating Volatilities and Correlations20. Credit Risk21. Credit Derivatives22. Exotic Options23. Weather, Energy, and Insurance Derivatives24. More on Models and Numerical Procedures25. Martingales and Measures26. Interest Rate Derivatives: The Standard Market Models27. Convexity, Timing, and Quanto Adjustments28. Interest Tate Derivatives: Models of the Short Rate29. Interest Rate Derivatives: HJM and LMM30. Swaps Revisited31. Real Options32. Derivatives Mishaps and What We Can Learn from ThemGlossary of termsDerivaGem softwareMajor exchanges trading futures and optionsTables for N(x)Author indexSubject index