Options, futures, and other derivatives

>> Google Books

所蔵情報QRコード

Options, futures, and other derivatives / John C. Hull

版:: 6th ed., international ed
資料種別:: 図書
出版情報:: Upper Saddle River, N.J. : Pearson Prentice Hall, c2006
形態:: xxii, 789 p. ; 26 cm. + 1 CD-ROM
著者名:: Hull, J. C. (John C.), 1946- <DA03641114>
ISBN:: 9780131977051 [0131977059]
書誌ID:: BA73996355

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

注記:

Includes bibliographical references and index

主題:

Derivative securities; Futures; Stock options

言語:

英語

目次情報:

Preface

Introduction / 1：

Mechanics of Futures Markets / 2：

Hedging Strategies Using Futures / 3：

Interest Rates / 4：

Determination of Forward and Futures Prices / 5：

Interest Rate Futures / 6：

Swaps / 7：

Mechanics of Options Markets / 8：

Properties of Stock Options / 9：

Trading Strategies Involving Options / 10：

Binomial Trees / 11：

Wiener Processes and Ito's Lemma / 12：

The Black-Scholes-Merton Model / 13：

Options on Stock Indices, Currencies, and Futures / 14：

Greek Letters / 15：

Volatility Smiles / 16：

Basic Numerical Procedures / 17：

Value at Risk / 18：

Estimating Volatilities and Correlations for Risk Management / 19：

Credit Risk / 20：

Credit Derivatives / 21：

Exotic Options / 22：

Insurance, Weather, and Energy Derivatives / 23：

More on Models and Numerical Procedures / 24：

Martingales and Measures / 25：

Interest Rate Derivatives: The Standard Market Models / 26：

Convexity, Timing, and Quanto Adjustments / 27：

Interest Rate Derivatives: Models of the Short Rate / 28：

Interest Rate Derivatives: HJM and LMM / 29：

Swaps Revisited / 30：

Real Options / 31：

Derivatives Mishaps and What We Can Learn from Them / 32：

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

Preface

Introduction / 1：

Mechanics of Futures Markets / 2：

Hedging Strategies Using Futures / 3：

Interest Rates / 4：

Determination of Forward and Futures Prices / 5：

続きを見る

東工大ブックレビュー

類似資料:

1 図書 Options, futures, and other derivatives Hull, J. C. (John C.), 1946- Prentice Hall International	7 電子ブック Derivatives analytics with Python : data analysis, models, simulation, calibration and hedging (: electronic bk) Hilpisch, Yves J. Wiley Online Library
2 図書 Options, futures, and other derivatives Hull, J. C. (John C.), 1946- Pearson	8 図書 Risk management and financial institutions Hull, J. C. (John C.), 1946- Pearson
3 図書 Options, futures, and other derivative securities (: pbk) Hull, J. C. (John C.), 1946- Prentice Hall	9 図書 FX options and structured products Wystup, Uwe Wiley
4 図書 Options, futures and exotic derivatives : theory, application and practice (: cased ; : pbk) Briys, Éric Wiley	10 図書 Theory and practice of shipping freight derivatives (pbk) Kavussanos, Manolis G., Visvikis, Ilias D. Risk Books
5 図書 Financial derivatives in theory and practice Hunt, P. J., Kennedy, J. E. John Wiley	11 図書 Measuring and managing derivative market risk Lawrence, David (David Emrus), 1939- International Thomson Business Press
6 図書 Managing financial risk : a guide to derivative products, financial engineering, and value maximization Smithson, C. W. (Charles W.) McGraw-Hill	12 図書 Derivatives : the theory and practice of financial engineering (: hbk. ; : pbk.) Wilmott, Paul Wiley