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1.

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:
2.

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:
3.

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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4.

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:
5.

図書

図書
E. Briys ... [et al.]
出版情報: Chichester ; New York : Wiley, c1998  xxi, 449 p. ; 25 cm
シリーズ名: Wiley frontiers in finance
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目次情報: 続きを見る
Securities Markets, Financial Innovation and the Trading Activity
The Dynamics of Assets and Derivative Assets Prices
Applications to Asset and Derivative Asset Pricing in Complete Markets
Analytical European Models in Derivative Asset Pricing Theories and Their Applications
Application of European Analytical Models to the Valuation of American Options With and Without Dividends and Their Applications
Generalisation of Analytical Option Pricing Models to Stochastic Interest Rates and Their Applications
Applications and Generalisation of Analytical Models to Stochastic Volatilities and Interest Rates
The Lattice Approach and the Binomial Model
Numerical Methods and the Pricing of American Options
Securities Markets, Financial Innovation and the Trading Activity
The Dynamics of Assets and Derivative Assets Prices
Applications to Asset and Derivative Asset Pricing in Complete Markets
6.

電子ブック

EB
Jean-Philippe Bouchaud [and three others]
出版情報:   1 online resource (xvii, 444 pages)
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目次情報:
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