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1.

図書

図書
John C. Hull
出版情報: Boston ; Tokyo : Pearson, c2010  xvii, 556 p. ; 26 cm.
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Business Snapshots
Preface
Introduction / 1:
Banks / 2:
Insurance / 3:
Mutual Funds and Hedge Funds / 4:
Financial Instruments / 5:
How Traders Manage Their Exposures / 6:
Interest Rate Risk / 7:
Value at Risk / 8:
Volatility / 9:
Correlation and Copulas / 10:
Regulation, Basel II, and Solvency II / 11:
Market Risk VaR: Historical Simulation Approach / 12:
Market Risk VaR: Model-Building Approach / 13:
Credit Risk: Estimating Default Probabilities / 14:
Credit Risk Losses and Credit VaR / 15:
ABSs, CDOs, and the Credit Crunch of 2007 / 16:
Scenario Analysis and Stress Testing / 17:
Operational Risk / 18:
Liquidity Risk / 19:
Model Risk / 20:
Economic Capital and RAROC / 21:
Risk Management Mistakes to avoid / 22:
Compounding Frequencies and Interest Rates / Appendix A:
Zero Rtes, Forward Rates, and Zero-Coupon Yield Curves / Appendix B:
Valuing Forward and Futures Contracts / Appendix C:
Valuing Swaps / Appendix D:
Valuing European Options / Appendix E:
Valuing American Options / Appendix F:
Taylor Series Expansions / Appendix G:
Eigenvectors and Eigenvalues / Appendix H:
Principal Components Analysis / Appendix I:
Manipulation of Credit Transition Matrices / Appendix J:
Answers to Questions and Problems
Glossary of Terms
DerivaGem Software
Tables For N(x)
Index
Business Snapshots
Preface
Introduction / 1:
2.

図書

図書
John C. Hull
出版情報: London : Prentice Hall International, c1997  xix, 572 p. ; 23 cm
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目次情報: 続きを見る
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:
3.

図書

図書
ジョン・C・ハル著 ; 竹谷仁宏訳
出版情報: 東京 : ピアソン・エデュケーション, 2008.12  xv, 476p ; 22cm
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4.

図書

図書
ジョン ハル著 ; 三菱証券商品開発本部訳
出版情報: 東京 : 金融財政事情研究会 , [東京] : きんざい (発売), 2005.3  28, 1150p ; 21cm
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5.

図書

図書
John C. Hull
出版情報: Upper Saddle River, N.J. : Pearson Prentice Hall, c2006  xxii, 789 p. ; 26 cm.
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目次情報: 続きを見る
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:
6.

図書

図書
John C. Hull
出版情報: Boston, [Mass.] ; Tokyo : Pearson, c2015  xxi, 869 p. ; 27 cm
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7.

図書

図書
John Hull
出版情報: Englewood Cliffs, N.J. : Prentice Hall, c1989  xviii, 341 p. ; 24 cm
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目次情報: 続きを見る
Introduction / 1:
Futures Markets / 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:
A Model of the Behavior of Stock Prices / 9:
The Black-Scholes Analysis / 10:
Options on Stock Indices, Currencies and Futures Contracts / 11:
A General Approach to Pricing Derivative Securities / 12:
Hedging Positions in Options and Other Derivative Securities / 13:
Numerical Procedures / 14:
Interest Rate Derivative Securities / 15:
Alternatives to Black-Scholes for Option Pricing / 16:
Credit Risk / 17:
Exotic Options / 18:
Review of Key Concepts / 19:
Introduction / 1:
Futures Markets / 2:
Forward and Futures Prices / 3:
8.

図書

図書
ジョン ハル著 ; 三菱UFJモルガン・スタンレー証券市場商品本部訳
出版情報: 東京 : 金融財政事情研究会 , [東京] : きんざい (発売), 2016.7  33, 1370p ; 22cm
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目次情報: 続きを見る
序論
先物市場の仕組み
先物を使ったヘッジ戦略
金利
フォワード価格と先物価格の決定
金利先物
スワップ
証券化と2007年の信用危機
OIS割引、信用問題、ファンディング・コスト
オプション市場の仕組み〔ほか〕
序論
先物市場の仕組み
先物を使ったヘッジ戦略
概要: 歴史的名著(“Options,Futures,and Other Derivatives”)の日本版として7年ぶりとなる本書では、CVA・DVAを扱う章を新設したほか、OTCデリバティブにおける清算、OIS割引etc、デリバティブ業務・市場 を取り巻く顧客とマーケットの変化、国際的金融規制、リスク管理に関する時代の要請を受けた金融工学の変化をあますことなくフォロー。すべての“デリバティブ関係者”の理論・技術の習得、実務への応用に必備の一冊。演習用ソフトDerivaGem3.00付。 続きを見る
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