TY  - BOOK
AU  - Hull,John
TI  - Options, futures and other derivatives
SN  - 9780132164948
AV  - HG 6024.A3 H85.2012
PY  - 2012///,
CY  - Boston
PB  - Prentice Hall
KW  - Futuros
KW  - Opciones (Finanzas)
KW  - Derivados financieros
KW  - Futures
KW  - Stock options
KW  - Derivative securities
N1  - 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
ER  -