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00606nam ac200217 k 4500
000003852729
20220101120000
ta
040731s2003 us 000 eng
▼a 0130091448
▼a 123456
▼c 123456
▼l WM5026
▼a HG6024.A3
▼a HG6024.A3
▼b H85
▼a Hull,John C.
▼a Options, Futures, and Other Derivatives : solutions manual/
▼d Hull,John C
▼a 5th ed.
▼a Upper Saddle River:
▼b Pearson Education,
▼c 2003.
▼a 189p.;
▼c 28cm.
▼a Futures
▼a Stock Options
▼a Derivative securities
▼b US$141
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 0130091448 |
| 분류기호 : | HG6024.A3 |
| 개인저자 : | Hull,John C. |
| 서명/저자사항 : | Options, Futures, and Other Derivatives : solutions manual/ Hull,John C |
| 판사항 : | 5th ed. |
| 발행사항 : | Upper Saddle River: Pearson Education, 2003. |
| 형태사항 : | 189p.; 28cm. |
| 언어 | 영어 |
WMO200400958
권 호 : 189p.
발행년 : 2003
발행처 : Pearson Education
서 명 : Options, Futures, and Other Derivatives : solutions manual
목차
1. Introduction
2. Methanics of Future Markets
3. Determination of Forward and Futures Prices
4. Hedging Strategies Using Futures
5. Interest Rates Markets
6. Swaps
7. Mechanics of Options Markets
8. Properties of Stock Options
9. Trading Strategies Involving Options
10. Introduction to Binomial Trees
11. Model of the Behavior of Stock Prices
12. The Black-Scholes Model
13. Options on Stock Indices, Currencies, and Futures
14. The Greek Letters
15. Volatility Smiles
16. Value at Risk
17. Estimating Volatilities and Correlations
18. Numerial Procedures
19. Exotic Options
20. More on Models and Numerical Procedures
21. Martingales and Measures
22. Interest Rate Derivatives : The Standard Market Models
23. Interest Rate Derivatives : Models of the Short Rate
24. Interest Rate Derivatives : More Advanced Models
25. Swaps Revisited
26. Credit Riskt
27. Credit Derivatives
28. Real Options
29. Insurance, Weather, and Energy Derivatives
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