عنوان
پدید آورنده
موضوع
رده
HG6024.A3 H85 2012
HG6024
.
A3
H85
2012
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0132164949
(Number (ISBN
0132165112 (CD-ROM)
(Number (ISBN
0132777428
(Number (ISBN
9780132164948
(Number (ISBN
9780132165112 (CD-ROM)
(Number (ISBN
9780132777421
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Options, futures, and other derivatives /
General Material Designation
[Book]
First Statement of Responsibility
John C. Hull.
EDITION STATEMENT
Edition Statement
Eighth edition.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxi, 841 pages :
Other Physical Details
illustrations ;
Dimensions
26 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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. Securitization and the Credit Crisis of 2007 -- 9. Mechanics of Options Markets -- 10. Properties of Stock Options -- 11. Trading Strategies Involving Options -- 12. Binomial Trees -- 13. Wiener Processes and Ito's Lemma -- 14. The Black-Scholes-Merton Model -- 15. Employee Stock Options -- 16. Options on Stock Indices and Currencies -- 17. Options on Futures
Text of Note
18. Greek Letters -- 19. Volatility Smiles -- 20. Basic Numerical Procedures -- 21. Value at Risk -- 22. Estimating Volatilities and Correlations -- 23. Credit Risk -- 24. Credit Derivatives -- 25. Exotic Options -- 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. Energy and Commodit Derivatives -- 34. Real Options -- 35. Derivatives Mishaps and What We Can Learn from Them.
0
0
TOPICAL NAME USED AS SUBJECT
Derivative securities.
Futures.
Stock options.
DEWEY DECIMAL CLASSIFICATION
Number
332
.
64/52
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
A3
Book number
H85
2012
PERSONAL NAME - PRIMARY RESPONSIBILITY
Hull, John,1946-
ORIGINATING SOURCE
Date of Transaction
20120731025844.0
Cataloguing Rules (Descriptive Conventions))
rda
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
