Options, Futures, and Other Derivatives, Global Edition - John Hull

Options, Futures, and Other Derivatives, Global Edition

(Autor)

Buch | Softcover
896 Seiten
2017 | 9th edition
Pearson Education Limited (Verlag)
978-1-292-21289-0 (ISBN)
79,10 inkl. MwSt
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For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets Practitioners refer to it as "the bible;" in the university and college marketplace it's the best seller; and now it's been revised and updated to cover the industry's hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today's derivatives markets. This program provides a better teaching and learning experience-for you and your students. Here's how: * NEW!
Available with a new version of DerivaGem software-including two Excel applications, the Options Calculator and the Applications Builder * Bridges the gap between theory and practice-a best-selling college text, and considered "the bible" by practitioners, it provides the latest information in the industry * Provides the right balance of mathematical sophistication-careful attention to mathematics and notation Offers outstanding ancillaries to round out the high quality of the teaching and learning package

List of Business Snapshots

List of Technical Notes

1. Introduction

2. Futures markets and centralcounterparties

3. Hedging strategies usingfutures

4. Interest rates

5. Determination of forward andfutures prices

6. Interest rate futures

7. Swaps

8. Securitization and the creditcrisis of 2007

9. XVAs

10. Mechanics of options markets

11. Properties of stock options

12. Trading strategies involvingoptions

13. Binomial trees

14. Wiener processes and Itô’slemma

15. The Black—Scholes—Merton model

16. Employee stock options

17. Options on stock indices andcurrencies

18. Futures options and Black’smodel

19. The Greek letters

20. Volatility smiles

21. Basic numerical procedures

22. Value at risk and expectedshortfall

23. Estimating volatilities andcorrelations

24. Credit risk

25. Credit derivatives

26. Exotic options

27. More on models and numericalprocedures

28. Martingales and measures

29. Interest rate derivatives: Thestandard market models

30. Convexity, timing, and quantoadjustments

31. Equilibrium models of theshort rate

32. No-arbitrage models of theshort rate

33. HJM, LMM, and multiple zerocurves

34. Swaps Revisited

35. Energy and commodityderivatives

36. Real options

37. Derivatives mishaps and whatwe can learn from them

Glossary of terms

DerivaGem software

Major exchanges trading futuresand options

Tables for N (x)

Author index

Subject index

Erscheinungsdatum
Verlagsort Harlow
Sprache englisch
Maße 236 x 325 mm
Gewicht 2020 g
Themenwelt Wirtschaft Betriebswirtschaft / Management Finanzierung
ISBN-10 1-292-21289-6 / 1292212896
ISBN-13 978-1-292-21289-0 / 9781292212890
Zustand Neuware
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