Options, futures, and other derivatives

著者

書誌事項

Options, futures, and other derivatives

John C. Hull

Pearson, c2022

11th ed., global ed

  • : [pbk.]

大学図書館所蔵 件 / 全9件

この図書・雑誌をさがす

注記

Includes bibliographical references and indexes

内容説明・目次

内容説明

Build essential foundations around the derivatives market for your future career in finance with the definitive guide on the subject. Options, Futures, and Other Derivatives, Global Edition, 11th edition by John Hull, is an industry-leading text and consistent best-seller known as 'The Bible' to Business and Economics professionals. Ideal for students studying Business, Economics, and Financial Engineering and Mathematics, this edition gives you a modern look at the derivatives market by incorporating the industry's hottest topics, such as securitisation and credit crisis, bridging the gap between theory and practice. Written with the knowledge of how Maths can be a key challenge for this course, the text adopts a simple language that makes learning approachable, providing a clear explanation of ideas throughout the text. The latest edition covers the most recent regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives. Key features include: Tables, charts, examples, and market data discussions, reflecting current market conditions. A delicate balance between theory and practice with the use of mathematics, adding numerical examples for added clarity. Useful practice-focused resources to help students overcome learning obstacles. End-of-chapter problems reflecting contemporary key ideas to support your understanding of the topics based on the new reference rates. Whether you need an introductory guide to derivatives to support your existing knowledge in algebra and probability distributions, or useful study content to advance your understanding of stochastic processes, this must-have textbook will support your learning and understanding from theory to practice.

目次

List of Business Snapshots List of Technical Notes Preface 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 financial crisis of 2007-8 XVAs Mechanics of options markets Properties of stock options Trading strategies involving options Binomial trees Wiener processes and Ito's lemma The Black-Scholes-Merton model Employee stock options Options on stock indices and currencies Futures options and Black's model The Greek letters Volatility smiles and Volatility Surfaces Basic numerical procedures Value at risk and expected shortfall Estimating volatilities and correlations Credit risk Credit derivatives Exotic options More on models and numerical procedures Martingales and measures Interest rate derivatives: The standard market models Convexity, timing, and quanto adjustments Equilibrium models of the short rate No-arbitrage models of the short rate Modeling Forward Rates Swaps Revisited Energy and commodity derivatives Real options Derivatives mishaps and what we can learn from them Glossary of terms DerivaGem software Major exchanges trading futures and options Tables for Nx Author Index Subject Index

「Nielsen BookData」 より

詳細情報

ページトップへ