Options, futures, and other derivatives
著者
書誌事項
Options, futures, and other derivatives
Pearson Education International, c2009
7th ed., Pearson international ed
- [text]
- Solutions manual : pbk
- タイトル別名
-
International edition solutions manual for options, futures, and other derivatives
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注記
Solutions manual: John C. Hull, Joseph L. Rotman
Title of CD-ROM: DerivaGem software
Includes bibliographical references and index
内容説明・目次
- 巻冊次
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[text] ISBN 9780135009949
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 regarded is the standard reference on trading floors and in academic classrooms throughout the world.
(This International Markets Edition of Hull is selling into Middle East, Africa, South Africa and Eastern Europe - if you are not in these regions please refer to the following ISBN: 9780136015864)
目次
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. Derivatives Markets in Developing Countries
15. Options on Stock Indices and Currencies
16. Options on Futures
17. Greek Letters
18. Volatility Smiles
19. Basic Numerical Procedures
20. Value at Risk
21. Estimating Volatilities and Correlations for Risk Management
22. Credit Risk
23. Credit Derivatives
24. Exotic Options
25. Insurance, Weather, and Energy Derivatives
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. Real Options
34. Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms
DerivaGem Software
Major Exchanges Trading Futures and Options
Table for N(x) when x= 0
Table for N(x) when x=0
Author index
Subject index
- 巻冊次
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Solutions manual : pbk ISBN 9780135026366
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.
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
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