Fundamentals of Futures and Options Markets
分类: 图书,进口原版,Business & Investing 经管与理财,Finance 财务,
品牌: Hull
基本信息·出版社:Pearson Education (US)
·页码:561 页
·出版日期:2008年
·ISBN:0131354183
·条形码:9780131354180
·包装版本:6th International edition
·装帧:平装
·开本:561
·正文语种:英语
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内容简介For students of Business, Economics or Math From an author with a large amount of "real-world" experience, this is a reader-friendly book with lots of numerical examples and accounts of real-life situations.
媒体推荐From the Back Cover
Thoroughly revised and updated, theFourth Editionincludes:
Three new chapters:Exotic Options and Other Non-Standard ProductsCredit, Weather, Energy, and Insurance DerivativesDerivative Mishaps and What We Can Learn from ThemImportant new material on interest rate markets, volatility smiles, and value at risk.Many new problems reinforcing key concepts.ASolutions Manualcontaining worked-out answers for end-of-chapter questions and problems can now be purchased (ISBN 0-13-060603-0).New Excel-based software,DerivaGem, has been carefully designed to complement the material in the text. Updates to the software can be downloaded at:http://www.rotman.utoronto.ca/~hullFor more information on this and other Prentice Hall titles, please visit the Prentice Hall Web site at:
www.prenhall.com(Select "Finance" in the discipline finder).
--This text refers to an out of print or unavailable edition of this title.
目录
Preface *Introduction *Mechanics of Futures and Forward Markets *Hedging Strategies Using Futures *Interest Rates *Determination of Forward and Futures Prices *Interest Rate Futures *Swaps *Mechanics of Options Markets *Properties of Stock Options *Trading Strategies Involving Options *Introduction to Binomial Trees *Valuing Stock Options: The Black-Scholes Model *Options on Stock Indices and Currencies *Futures Options *The Greek Letters *Binomial Trees in Practice *Volatility Smiles *Value at Risk *Interest-Rate Options *Exotic Options and Other Non-Standard Instruments *Credit Derivatives *Insurance, Weather, Energy, and Credit Derivatives *Derivatives Disasters and What We Can Learn From Them Glossary of Terms DerivaGem Software Major Exchanges Trading Futures and Options Table for N(x) when x0 Index
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