000 | 02489nam a2200325Ia 4500 | ||
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001 | 652 | ||
008 | 230305s2009 xx 000 0 und d | ||
020 | _a9780132604604 | ||
040 | _cTBS | ||
041 | _aeng | ||
043 | _aen_UK | ||
245 | 0 | _aOptions, futures, and other derivatives (2009, 7th ed.) | |
250 | _a7th ed. | ||
260 |
_bPearson Education, _c2009 |
||
300 | _axxii + 822 p. ; 25 cm | ||
505 | _aMechanics 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 Itô’s lemma - The Black-Scholes-Merton Model - Options on Stock Indices, Currencies, and Futures - The Greek Letters - Volatility Smiles - Basic Numerical Procedures - Value at Risk - Estimating Volatilities and Correlations - Credit Risk - Credit Derivatives - Exotic Options - Weather, Energy, and Insurance Derivatives - More on Models and Numerical Procedures - Martingales and Measures - Interest Rate Derivatives: The Standard Market Models - Convexity, Timing, and Quanto Adjustments - Interest Tate 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 - Glossary of terms - DerivaGem software - Major exchanges trading futures and options - Tables for N(x) - Author index - Subject index. | ||
520 | _aFor undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world. | ||
590 | _aCD-ROM | ||
590 | _bTambién disponible en francés y español. Se acompaña de CD-ROM con el software DerivaGem, un calculador de opciones para Excel. | ||
650 |
_aFutures _94071 |
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650 |
_aDerivative securities _94072 |
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650 |
_aStock options _94073 |
||
650 | 0 |
_aFinance _93911 |
|
653 | _aBibliography M1 - CO Audit and Controlling: Advanced Corporate Finance | ||
700 |
_aHull, John _d1946- _eAuthor _91414 |
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902 | _a562 | ||
905 | _am | ||
942 |
_a1 _2ddc |
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999 |
_c662 _d662 |