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1.

図書
図書
1. Options, futures, and other derivatives. 3rd ed., international ed
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
2. Options, futures, and other derivative securities (: pbk)
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：
3.

図書
図書
3. Options, futures, and other derivatives. 6th ed., international ed
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：
4.

図書
図書
4. Risk management and financial institutions. 2nd ed., international ed
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：
5.

図書
図書
5. Options, futures, and other derivatives. 9th ed
John C. Hull
出版情報: Boston, [Mass.] ; Tokyo : Pearson, c2015  xxi, 869 p. ; 27 cm
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