紀錄類型: |
書目-語言資料,印刷品
: Monograph/item
|
正題名/作者: |
Fundamentals of futures and options markets // John C. Hull. |
作者: |
Hull, John, |
出版者: |
Upper Saddle River, N.J. :Pearson Prentice Hall, : c2008., |
面頁冊數: |
xiii, 561 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.) |
內容註: |
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. |
標題: |
Futures market. - |
電子資源: |
http://www.loc.gov/catdir/toc/ecip0716/2007015098.htmlTable of contents only |
ISBN: |
9780131354180 (pbk. : Int'l ed.) : |