Options, Futures, and Other Derivatives

Solutions Manual

John C. Hull

190 pages, parution le 26/02/2003 (5^eme édition)

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Résumé

For undergraduate and graduate courses in Options and Futures, Financial Engineering, and Risk Management, typically found in business, finance, economics and mathematics departments.

This fifth edition text represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives. This popular course text is considered to be "the bible" by practitioners. The fifth edition has a total of seven new chapters.

Chapter 1: Introduction
Chapter 2: Mechanics of Futures Markets
Chapter 3: Determination of Forward and Futures Prices
Chapter 4: Hedging Strategies Using Futures
Chapter 5: Interest Rates Markets
Chapter 6: Swaps
Chapter 7: Mechanics of Options Markets
Chapter 8: Properties of Stock Options
Chapter 9: Trading Strategies Involving Options
Chapter 10: Introduction to Binomial Trees
Chapter 11: Model of the Behavior of Stock Prices
Chapter 12: The Black-Scholes Model
Chapter 13: Options on Stock Indices, Currencies, and Futures
Chapter 14: The Greek Letters
Chapter 15: Volatility Smiles
Chapter 16: Value at Risk
Chapter 17: Estimating Volatilities and Correlations
Chapter 18: Numerical Procedures
Chapter 19: Exotic Options
Chapter 20: More on Models and Numerical Procedures
Chapter 21: Martingales and Measures
Chapter 22: Interest Rate Derivatives: The Standard Market Models
Chapter 23: Interest Rate Derivatives: Models of the Short Rate
Chapter 24: Interest Rate Derivatives: More Advanced Models
Chapter 25: Swaps Revisited
Chapter 26: Credit Risk
Chapter 27: Credit Derivatives
Chapter 28: Real Options
Chapter 29: Insurance, Weather, and Energy Derivatives

L'auteur - John C. Hull

John Hull est professeur de finance à la Joseph L. Rotman School of Management, université de Toronto, Canada.

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Prentice Hall
Auteur(s)	John C. Hull
Parution	26/02/2003
Édition	5^eme édition
Nb. de pages	190
Format	21,5 x 27,5
Couverture	Broché
Poids	485g
Intérieur	Noir et Blanc
EAN13	9780130091444