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1.

図書

図書
Charles W. Smithson
出版情報: New York ; Tokyo : McGraw-Hill, 1998  xxiv, 663 p. ; 25 cm
シリーズ名: The Irwin library of investment and finance
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目次情報: 続きを見る
The Evolution of Risk Management Products
An Overview of the Risk Management Process
Impact of the Introduction of the Risk Management Products
Forward Contracts
Applications of Forwards
Futures
Applications of Futures
Swaps
Applications of Swaps
A Primer on Options
First-Generation Options
Applications of Options
Second-Generation Options
Engineering ``New'' Risk Management Products
Hybrid Securities
The Dealer's Perspective
Measuring and Managing Default Risk
Managing Price Risk in a Portfolio of Derivatives
Risk Governance
Risk Management and the Value of a Nonfinancial Firm
Measuring a Nonfinancial Firm's Exposure to Financial Price Risk
Implementing a Risk Management Program
Uses of Risk Management Products by Banks and Other Financial Institutions
Uses of Risk Management Products by Institutional Investors
The Evolution of Risk Management Products
An Overview of the Risk Management Process
Impact of the Introduction of the Risk Management Products
2.

図書

図書
P.J. Hunt, J.E. Kennedy
出版情報: Chichester : John Wiley, c2000  xviii, 393 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics
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3.

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:
4.

図書

図書
Paul Glasserman
出版情報: New York ; Tokyo : Springer, c2004  xiii, 596 p. ; 25 cm
シリーズ名: Applications of mathematics ; 53
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目次情報: 続きを見る
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
Variance Reduction Techniques
Quasi-Monte Carlo Methods
Discretization Methods
Estimating Sensitivities
Pricing American Options
Applications in Risk Management
Appendices
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
5.

図書

図書
David Lawrence
出版情報: London ; Boston : International Thomson Business Press, 1996  viii, 216p ; 24 cm
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6.

図書

図書
edited by Manolis G. Kavussanos and Ilias D. Visvikis
出版情報: London : Risk Books, c2011  xii, 257 p. ; 24 cm
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7.

図書

図書
Marco Avellaneda ; in collaboration with Peter Laurence
出版情報: Boca Raton : Chapman & Hall/CRC, c2000  xii, 322 p. ; 26 cm
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目次情報: 続きを見る
Arbitrage Pricing Theory: The One-Period Model
Binomial Option Pricing Model
Analysis of the Black-Scholes Formula
Refinements of the Binomial Model
American-Style Options and Time-Optionality
Trinomial Trees and Finite-Difference Schemes
Brownian Motion and Ito Calculus
An Introduction to Exotic Options
Ito Processes, Continuous-Time Martingales, and Girsanov's Theorem
Continuous-Time Finance: An Introduction
Valuation of Derivative Securities
Fixed-Income Securities and
Arbitrage Pricing Theory: The One-Period Model
Binomial Option Pricing Model
Analysis of the Black-Scholes Formula
8.

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:
9.

図書

図書
by Todd James
出版情報: London : Risk Books, c2006  ix, 354 p. ; 24 cm.
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10.

図書

図書
Andrew Green
出版情報: Chichester : Wiley, 2016  xxv, 510 p. ; 25 cm
シリーズ名: Wiley finance series
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