Options, futures, and other derivatives
著者
書誌事項
Options, futures, and other derivatives
（The Prentice Hall series in finance）
Pearson Prentice Hall, c2009
7th ed.
- [text]
- Solutions manual : pbk
- タイトル別名
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Student solutions manual : Options, futures, and other derivatives
大学図書館所蔵 件 / 全24件
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東京大学 経済学図書館指定図書
[text]指定図書:5:6565512893081,
Solutions manual : pbk指定図書:5:656:S5512893347, [CD-ROM]指定図書:5:656:CD5512893354 -
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注記
Title of CD-ROM: DerivaGem software
Student solutions manual has no series title
Includes bibliographical references and index
内容説明・目次
- 巻冊次
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[text] ISBN 9780136015864
内容説明
&>For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.
目次
Preface
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. Mechanics of Options Markets
9. Properties of Stock Options
10. Trading Strategies Involving Options
11. Binomial Trees
12. Wiener Processes and Ito's lemma
13. The Black-Scholes-Merton Model
14. Options on Stock Indices, Currencies, and Futures
15. The Greek Letters
16. Volatility Smiles
17. Basic Numerical Procedures
18. Value at Risk
19. Estimating Volatilities and Correlations
20. Credit Risk
21. Credit Derivatives
22. Exotic Options
23. Weather, Energy, and Insurance Derivatives
24. More on Models and Numerical Procedures
25. Martingales and Measures
26. Interest Rate Derivatives: The Standard Market Models
27. Convexity, Timing, and Quanto Adjustments
28. Interest Tate Derivatives: Models of the Short Rate
29. Interest Rate Derivatives: HJM and LMM
30. Swaps Revisited
31. Real Options
32. Derivatives Mishaps and What We Can Learn from Them
Glossary of terms
DerivaGem software
Major exchanges trading futures and options
Tables for N(x)
Author index
Subject index
- 巻冊次
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Solutions manual : pbk ISBN 9780136015895
内容説明
As in the sixth edition, end-of-chapter problems are divided into two groups: ``Questions and Problems'' and ``Assignment Questions''. Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students.
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