close
1.

図書

図書
John C. Hull
出版情報: London : Prentice Hall International, c1997  xix, 572 p. ; 23 cm
所蔵情報: loading…
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.
所蔵情報: loading…
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
所蔵情報: loading…
4.

図書

図書
John Hull
出版情報: Englewood Cliffs, N.J. : Prentice Hall, c1989  xviii, 341 p. ; 24 cm
所蔵情報: loading…
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:
文献の複写および貸借の依頼を行う
 文献複写・貸借依頼