Options, Futures, and Other Derivatives

John C. Hull (Autor)

Buch | Hardcover

572 Seiten

1996 | 3rd edition
Pearson (Verlag)
978-0-13-186479-5 (ISBN)

Infos

This text bridges the gap between the theory and practice of derivatives, and helps students develop a solid working knowledge of how derivatives can be analyzed. It deals with a wide range of derivative products and provides complete coverage of key analytical material.

Inhalt

1. Introduction. 2. Futures Markets and the Use of Futures for Hedging. 3. Forward and Futures Prices. 4. Interest Rate Futures. 5. Swaps. 6. Options Markets. 7. Properties of Stock Option Prices. 8. Trading Strategies Involving Options. 9. Introduction to Binomial Trees. 10. Model of the Behavior of Stock Prices. 11. The Black-Scholes Analysis. 12. Options on Stock Indices, Currencies, and Futures Contracts. 13. General Approach to Pricing Derivatives. 14. The Management of Market Risk. 15. Numerical Procedures. 16. Interest Rate Derivatives and the Use of Black's Model. 17. Interest Rate Derivatives and Models of the Yield Curve. 18. Exotic Options. 19. Alternatives to Black-Scholes for Option Pricing. 20. Credit Risk and Regulatory Capital. 21. Review of Key Concepts.

Produkt-Details

• Erscheint lt. Verlag: 30.9.1996
• Sprache: englisch
• Maße: 160 x 235 mm
• Gewicht: 844 g
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• ISBN-10: 0-13-186479-3 / 0131864793
• ISBN-13: 978-0-13-186479-5 / 9780131864795
• Zustand: Neuware