Options, futures, and other derivatives

• 作者： Hull, John C., 1946- author.
• 出版： New York, NY : Pearson
• 版本：Tenth edition.
• 主題： Futures. , Stock options. , Derivative securities.
• ISBN： 9780134472089 (hbk.): US$313.32 、 013447208X
• 資料類型: 圖書
• 內容註: Includes bibliographical references and indexes. Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and itoo 's lemma -- The black/scholes/merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- Hjm, lmm, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index. Revised edition of the author's Options, futures, and other derivatives, [2015].
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