Options futures & other derivatives John C. Hull
Τύπος υλικού:
ΚείμενοΛεπτομέρειες δημοσίευσης: Upper Saddle River Prentice Hall 2000Έκδοση: 4th edΠεριγραφή: xix, 698 p., tab., fig. ΔισκεταISBN: - 0 13 022444 8
| Τύπος τεκμηρίου | Τρέχουσα βιβλιοθήκη | Ταξιθετικός αριθμός | Αριθμός αντιτύπου | Κατάσταση | Ημερομηνία λήξης | Ραβδοκώδικας |
|---|---|---|---|---|---|---|
| Μηχανικών Η/Υ και Πληροφορικής | 1 | Διαθέσιμο |
Index pp. 683-698
contents: Preface, 1.Introduction, 2.Future markets and the use of futures for hedging, 3.Forward and futures prices, 4.Interest rates and duration, 5.Swaps, 6.Options markets, 7.Properties of stock option prices, 8.Trading strategies involving options, 9.Introduction to Binomial Trees, 10.Model of the behavior of stock prices, 11.The black-scholes model, 12.Options on stock indices,currencies,and futures, 13.The greek letters, 14.Value at risk, 15.Estimating volatilities and correlations, 16.Numerical procedures, 17.Volatility smiles and alternatives to black-scholes, 18.Exotic options, 19.Extensions of the theoritical framework for pricing derivatives:martingales and measures, 20.Interest rate derivatives:the standard market models, 21.Interest rate derivatives:models of the short rate, 22.Interest rate derivatives:more advanced models, 23.Credit risk.
