‏1,697.00 ₪

Options, Futures, and Other Derivatives

‏1,697.00 ₪
ISBN13
9780134472089
מהדורה
10th edition
זמן אספקה
21 ימי עסקים
עמודים
896
פורמט
Hardback
תאריך יציאה לאור
18 בינו׳ 2017
Revised edition of the author's Options, futures, and other derivatives, [2015]
For courses in business, economics, and financial engineering and mathematics. The definitive guide to derivatives markets, updated with contemporary examples and discussions Known as "the bible" to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at derivatives markets. By incorporating the industry's hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.
מידע נוסף
מהדורה 10th edition
עמודים 896
פורמט Hardback
ISBN10 013447208X
תאריך יציאה לאור 18 בינו׳ 2017
תוכן עניינים List of Business Snapshots List of Technical Notes Preface 1. Introduction 2. Futures markets and central counterparties 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. XVAs 10. Mechanics of options markets 11. Properties of stock options 12. Trading strategies involving options 13. Binomial trees 14. Wiener processes and Ito's lemma 15. The Black-Scholes-Merton model 16. Employee stock options 17. Options on stock indices and currencies 18. Futures options and Black's model 19. The Greek letters 20. Volatility smiles 21. Basic numerical procedures 22. Value at risk and expected shortfall 23. Estimating volatilities and correlations 24. Credit risk 25. Credit derivatives 26. Exotic options 27. More on models and numerical procedures 28. Martingales and measures 29. Interest rate derivatives: The standard market models 30. Convexity, timing, and quanto adjustments 31. Equilibrium models of the short rate 32. No-arbitrage models of the short rate 33. HJM, LMM, and multiple zero curves 34. Swaps Revisited 35. Energy and commodity derivatives 36. Real options 37. 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
זמן אספקה 21 ימי עסקים