Options, futures, and other derivatives

• 作者： Hull, John C., 1946-
• 出版： Boston : Prentice Hall
• 版本：8th ed.
• 主題： Futures , Stock options , Derivative securities
• ISBN： 9780132164948 (hbk.) 、 0132164949 (hbk.) 、 9780132777421 、 0132777428 、 0132165112 (CD-ROM) 、 9780132165112 (CD-ROM)
• 資料類型: 圖書
• 內容註: Includes bibliographical references and index. 1. Introduction -- 2. Mechanics of Futures Markets -- 3. Hedging Strategies Using Futures -- 4. Interest Rates -- 5. Determination of Forward and Futures Prices -- 6. Interest Rate Futures -- 7. Swaps -- 8. Securitization and the Credit Crisis of 2007 -- 9. Mechanics of Options Markets -- 10. Properties of Stock Options -- 11. Trading Strategies Involving Options -- 12. Binomial Trees -- 13. Wiener Processes and Ito's Lemma -- 14. The Black-Scholes-Merton Model -- 15. Employee Stock Options -- 16. Options on Stock Indices and Currencies -- 17. Options on Futures 18. Greek Letters -- 19. Volatility Smiles -- 20. Basic Numerical Procedures -- 21. Value at Risk -- 22. Estimating Volatilities and Correlations -- 23. Credit Risk -- 24. Credit Derivatives -- 25. Exotic Options -- 26. More on Models and Numerical Procedures -- 27. Martingales and Measures -- 28. Interest Rate Derivatives: The Standard Market Models -- 29. Convexity, Timing, and Quanto Adjustments -- 30. Interest Rate Derivatives: Models of the Short Rate -- 31. Interest Rate Derivatives: HJM and LMM -- 32. Swaps Revisited -- 33. Energy and Commodit Derivatives -- 34. Real Options -- 35. Derivatives Mishaps and What We Can Learn from Them.
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