Fundamentals of futures and options markets

著者

• Hull, J. C. (John C.)

書誌事項

Fundamentals of futures and options markets

John C. Hull

Pearson, c2017

9th ed

注記

Includes bibliographical references and index

内容説明・目次

内容説明

For courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. An Easily Understandable Introduction to Futures and Options Markets Fundamentals of Futures and Options Markets covers much of the same material as Hull's acclaimed title, Options, Futures, and Other Derivatives. However, this text simplifies the language for a less mathematically sophisticated audience. The Ninth Edition of Fundamentals of Futures and Options Markets offers a wide audience a sound and easy-to-grasp introduction into financial mathematics.

目次

Brief Contents 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 Mechanics of options markets Properties of stock options Trading strategies involving options Introduction to binomial trees Valuing stock options: the Black-Scholes-Merton model Employee stock options Options on stock indices and currencies Futures options and Black's model The Greek letters Binomial trees in practice Volatility smiles Value at risk and expected shortfall Interest rate options Exotic options and other nonstandard products Credit derivatives Weather, energy, and insurance derivatives Derivatives mishaps and what we can learn from them

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詳細情報

• NII書誌ID(NCID): BB25182882
• ISBN:
  • 9780134083247
• LCCN: 2015039251
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Boston ; Tokyo
• ページ数/冊数: xvii, 598 p.
• 大きさ: 26 cm
• 分類:
  • LCC : HG6024.A3
  • DC23 : 332.64/52
• 件名:
  • LCSH : Futures market
  • LCSH : Options (Finance)
  • LCSH : Futures market -- Problems, exercises, etc
  • LCSH : Options (Finance) -- Problems, exercises, etc