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Options, futures and other derivatives / John C. Hull.

Por: Tipo de material: TextoTextoSeries 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
Tema(s): Clasificación LoC:
  • HG 6024.A3 H85.2009
Contenidos:
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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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

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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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