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

Por: Tipo de material: TextoTextoEditor: Boston : Prentice Hall, 2012Fecha de copyright: ©2012Edición: Eighth editionDescripción: xxi, 841 páginas : ilustraciones ; 26 cm. + 1 disco óptico láser (4 3/4 plg.)Tipo de contenido:
  • texto
Tipo de medio:
  • sin medio
  • computadora
Tipo de soporte:
  • volumen
  • disco óptico
ISBN:
  • 9780132164948
  • 0132164949
  • 9780132777421
  • 0132777428
  • 0132165112 (CD-ROM)
  • 9780132165112 (CD-ROM)
Tema(s): Clasificación LoC:
  • HG 6024.A3 H85.2012
Contenidos:
1. Introduction -- 2. Mechanics of Futures Markets -- 3. Hedging Strategies Using Futures -- 4. Interest Rates -- 5. Determination of Forward and Futures Prices -- 6. Interest Rate Futures -- 7. Swaps -- 8. Securitization and the Credit Crisis of 2007 -- 9. Mechanics of Options Markets -- 10. Properties of Stock Options -- 11. Trading Strategies Involving Options -- 12. Binomial Trees -- 13. Wiener Processes and Ito's Lemma -- 14. The Black-Scholes-Merton Model -- 15. Employee Stock Options -- 16. Options on Stock Indices and Currencies -- 17. Options on Futures
18. Greek Letters -- 19. Volatility Smiles -- 20. Basic Numerical Procedures -- 21. Value at Risk -- 22. Estimating Volatilities and Correlations -- 23. Credit Risk -- 24. Credit Derivatives -- 25. Exotic Options -- 26. More on Models and Numerical Procedures -- 27. Martingales and Measures -- 28. Interest Rate Derivatives: The Standard Market Models -- 29. Convexity, Timing, and Quanto Adjustments -- 30. Interest Rate Derivatives: Models of the Short Rate -- 31. Interest Rate Derivatives: HJM and LMM -- 32. Swaps Revisited -- 33. Energy and Commodity Derivatives -- 34. Real Options -- 35. Derivatives Mishaps and What We Can Learn from Them.
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Existencias
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 H85.2012 (Navegar estantería(Abre debajo)) ej. 1 Disponible UIA115127
Recurso electrónico en disco Biblioteca Francisco Xavier Clavigero Hemeroteca Acervo General HG 6024.A3 H85.2012 (Navegar estantería(Abre debajo)) disco óptico, ej. 2 Disponible UIA115128
Recurso electrónico en disco Biblioteca Francisco Xavier Clavigero Hemeroteca Acervo General HG 6024.A3 H85.2012 (Navegar estantería(Abre debajo)) disco óptico, ej. 1 Disponible UIA115129

Incluye referencias bibliográficas e índice.

1. Introduction -- 2. Mechanics of Futures Markets -- 3. Hedging Strategies Using Futures -- 4. Interest Rates -- 5. Determination of Forward and Futures Prices -- 6. Interest Rate Futures -- 7. Swaps -- 8. Securitization and the Credit Crisis of 2007 -- 9. Mechanics of Options Markets -- 10. Properties of Stock Options -- 11. Trading Strategies Involving Options -- 12. Binomial Trees -- 13. Wiener Processes and Ito's Lemma -- 14. The Black-Scholes-Merton Model -- 15. Employee Stock Options -- 16. Options on Stock Indices and Currencies -- 17. Options on Futures

18. Greek Letters -- 19. Volatility Smiles -- 20. Basic Numerical Procedures -- 21. Value at Risk -- 22. Estimating Volatilities and Correlations -- 23. Credit Risk -- 24. Credit Derivatives -- 25. Exotic Options -- 26. More on Models and Numerical Procedures -- 27. Martingales and Measures -- 28. Interest Rate Derivatives: The Standard Market Models -- 29. Convexity, Timing, and Quanto Adjustments -- 30. Interest Rate Derivatives: Models of the Short Rate -- 31. Interest Rate Derivatives: HJM and LMM -- 32. Swaps Revisited -- 33. Energy and Commodity Derivatives -- 34. Real Options -- 35. Derivatives Mishaps and What We Can Learn from Them.

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