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Fundamentals of futures and options markets / John C. Hull.

Por: Tipo de material: TextoTextoDetalles de publicación: Upper Saddle River, N.J. : Pearson Prentice Hall, 2008.Edición: 6th edDescripción: xiii, 561 p. : il. ; 26 cm. + 1 disco óptico láser (4 3/4 plg.)ISBN:
  • 9780132242264
  • 0132242265
Tema(s): Clasificación LoC:
  • HG 6024.A3 H84.2008
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 -- 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 nonstandard products -- Credit derivatives -- Weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them.
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Libros Biblioteca Francisco Xavier Clavigero Acervo Acervo General HG 6024.A3 H84.2008 (Navegar estantería(Abre debajo)) ej. 1 Disponible UIA037720
Recurso electrónico en disco Biblioteca Francisco Xavier Clavigero Hemeroteca Acervo General HG 6024.A3 H84.2008 (Navegar estantería(Abre debajo)) disco óptico, ej. 1 Disponible UIA037610

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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 -- 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 nonstandard products -- Credit derivatives -- Weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them.