Options, futures and other derivatives / John C. Hull.
Tipo de material: TextoSeries The Prentice Hall series in financeDetalles de publicación: Upper Saddle River, NJ : Pearson Prentice Hall, 2009.Edición: 7th edDescripción: xxii, 822 p. : il. ; 26 cm. + 1 disco óptico láser (4 3/4 plg.)ISBN:- 9780136015864
- 0136015867
- HG 6024.A3 H85.2009
Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Copia número | Estado | Fecha de vencimiento | Código de barras | |
---|---|---|---|---|---|---|---|---|
Libros | Biblioteca Francisco Xavier Clavigero Acervo | Acervo General | HG 6024.A3 H85.2009 (Navegar estantería(Abre debajo)) | ej. 1 | Disponible | UIA037600 | ||
Recurso electrónico en disco | Biblioteca Francisco Xavier Clavigero Hemeroteca | Acervo General | HG 6024.A3 H85.2009 (Navegar estantería(Abre debajo)) | disco óptico, ej. 1 | Disponible | UIA037601 |
Incluye referencias bibliográficas e índice.
Introduction -- Mechanics of futures 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 -- Binomial trees -- Wiener processes and Ito's Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them.
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