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

版:: 3rd ed., international ed
資料種別:: 図書
出版情報:: London : Prentice Hall International, c1997
形態:: xix, 572 p. ; 23 cm
著者名:: Hull, J. C. (John C.), 1946- <DA03641114>
ISBN:: 9780132643672 [0132643677]
書誌ID:: BA32864193

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注記:

Includes index

主題:

Derivative securities; Futures; Stock options

言語:

英語

目次情報:

Introduction / 1：

Futures Markets and the Use of Futures for Hedging / 2：

Forward and Futures Prices / 3：

Interest Rate Futures / 4：

Swaps / 5：

Options Markets / 6：

Properties of Stock Option Prices / 7：

Trading Strategies Involving Options / 8：

Introduction to Binomial Trees / 9：

Model of the Behavior of Stock Prices / 10：

The Black-Scholes Analysis / 11：

Options on Stock Indices, Currencies, and Futures Contracts / 12：

General Approach to Pricing Derivatives / 13：

The Management of Market Risk / 14：

Numerical Procedures / 15：

Interest Rate Derivatives and the Use of Black's Model / 16：

Interest Rate Derivatives and Models of the Yield Curve / 17：

Exotic Options / 18：

Alternatives to Black-Scholes for Option Pricing / 19：

Credit Risk and Regulatory Capital / 20：

Review of Key Concepts / 21：

Introduction / 1：

Futures Markets and the Use of Futures for Hedging / 2：

Forward and Futures Prices / 3：

Interest Rate Futures / 4：

Swaps / 5：

Options Markets / 6：

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