Options futures and other derivatives

John C. Hull

746 pages, parution le 15/09/2002 (5^eme édition)

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Résumé

This fifth edition book bridges the gap between the theory and practice of derivatives. It provides a unifying approach to the valuation of all derivatives—not just futures and options. It assumes that the reader has some knowledge of finance and probability and statistics.
Topics covered include Determination of Forward and Futures Prices, Interest Rate Markets, Mechanics of Options Markets, and Properties of Stock Options. For individuals who work for banks and other financial institutions, as well as options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.

Contents

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

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	15/09/2002
Édition	5^eme édition
Nb. de pages	746
Format	19 x 23,5
Couverture	Broché
Poids	1175g
Intérieur	Noir et Blanc
EAN13	9780130465924