Options, futures, and other derivatives / John C Hull.

By: Hull, John C, 1946- [autor.]Material type: TextTextLanguage: English Publisher: Boston, MA : Prentice Hall, 2012Edition: Eighth editionDescription: xxi, 841 páginas : ilustraciones ; 4 plg + 1 disco compacto (4 3Content type: texto Media type: sin mediación Carrier type: volumenISBN: 0132164949; 9780132164948Subject(s): Futuros (Finanzas) | Opciones (Finanzas) | Valores derivados | Inversiones de capital | Derivados financieros | Títulos valores | Especulaciones mercantiles | Mercado de futurosDDC classification: 332.678 Online resources: Recurso digital
Contents:
Mechanics of Futures Markets \\ Hedging Strategies Using Futures \\ Interest Rates \\ Determination of Forward and Futures Prices \\ Interest Rate Futures \\ Swaps \\ Securitization and the Credit Crisis of 2007 \\ Mechanics of Options Markets \\ Properties of Stock Options \\ Trading Strategies Involving Options \\ Binomial Trees \\ Wiener Processes and Ito's Lemma \\ The Black\Scholes\Merton Model \\ Employee Stock Options \\ Options on Stock Indices and Currencies \\ Options on Futures \\ Greek Letters \\ Volatility Smiles \\ Basic Numerical Procedures \\ Value at Risk \\ Estimating Volatilities and Correlations \\ Credit Risk \\ Credit Derivatives \\ Exotic Options \\ More on Models and Numerical Procedures \\ Martingales and Measures \\ Interest Rate Derivatives: The Standard Market Models \\ Convexity, Timing, and Quanto Adjustments \\ Interest Rate Derivatives: Models of the Short Rate \\ Interest Rate Derivatives: HJM and LMM \\ Swaps Revisited \\ Energy and Commodit Derivatives \\ Real Options \\ Derivatives Mishaps and What We Can Learn from Them.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Vol info Copy number Status Date due Barcode Item holds
Reserva Reserva Biblioteca CESA

Diagonal 34 A No. 5 A - 23 

Casa Incolda

PBX: 339 53 00

serviciosbiblioteca@cesa.edu.co

Piso 1 		Reserva 332.678 / H913o (Browse shelf(Opens below)) Ej. 1 Available 7104000530
Reserva Reserva Biblioteca CESA

Diagonal 34 A No. 5 A - 23 

Casa Incolda

PBX: 339 53 00

serviciosbiblioteca@cesa.edu.co

Piso 1 		Reserva 332.678 / H913o (Browse shelf(Opens below)) Ej. 2 2 Available 7101019886
Total holds: 0

Mechanics of Futures Markets \\ Hedging Strategies Using Futures \\ Interest Rates \\ Determination of Forward and Futures Prices \\ Interest Rate Futures \\ Swaps \\ Securitization and the Credit Crisis of 2007 \\ Mechanics of Options Markets \\ Properties of Stock Options \\ Trading Strategies Involving Options \\ Binomial Trees \\ Wiener Processes and Ito's Lemma \\ The Black\Scholes\Merton Model \\ Employee Stock Options \\ Options on Stock Indices and Currencies \\ Options on Futures \\ Greek Letters \\ Volatility Smiles \\ Basic Numerical Procedures \\ Value at Risk \\ Estimating Volatilities and Correlations \\ Credit Risk \\ Credit Derivatives \\ Exotic Options \\ More on Models and Numerical Procedures \\ Martingales and Measures \\ Interest Rate Derivatives: The Standard Market Models \\ Convexity, Timing, and Quanto Adjustments \\ Interest Rate Derivatives: Models of the Short Rate \\ Interest Rate Derivatives: HJM and LMM \\ Swaps Revisited \\ Energy and Commodit Derivatives \\ Real Options \\ Derivatives Mishaps and What We Can Learn from Them.

There are no comments on this title.

to post a comment.
  • Colegio de Estudios Superiores de Administración - CESA
  • Diagonal 34ª # 5ª-23
  • PBX: 339 53 00 – 1189 -1120
  • Bogotá, Colombia
  • Términos y condiciones
Hola