作者：JohnC.Hull
出版社：Pearson
原作名：JohnC.Hull
出版年：2021-2-21
ISBN：9780136939979
内容简介
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Known as “the bible” to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives you a modern look at the derivatives market. By incorporating the industry’s hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice.
作者简介
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John C. Hull
Maple Financial Chair in Derivatives and Risk Management
Joseph L. Rotman School of Management
University of Toronto
105 St George Street
Toronto, Ontario
Canada M5S 3E6
e-mail: [email protected]
Tel: 416 978 8615 Fax: 416 971 3048
目录
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Options, Futures, and Other Derivatives, 11th Edition
1. Introduction
2. Futures Markets and Central Counterparties
3. Hedging Strategies Using Futures
4. Interest Rates
5. Determination of Forward and Futures Prices
6. Interest Rate Futures
7. Swaps
8. Securitization and the Financial Crisis of 2007-8
9. XVAs
10. Mechanics of Options Markets
11. Properties of Stock Options
12. Trading Strategies Involving Options
13. Binomial Trees
14. Wiener Processes and Ito’s Lemma
15. The Black-Scholes-Merton Model
16. Employee Stock Options
17. Options on Stock Indices and Currencies
18. Futures Options and Black’s Model
19. The Greek Letters
20. Volatility Smiles and Volatility Surfaces
21. Basic Numerical Procedures
22. Value at Risk and Expected Shortfall
23. Estimating Volatilities and Correlations
24. Credit Risk
25. Credit Derivatives
26. Exotic Options
27. More on Models and Numerical Procedures
28. Martingales and Measures
29. Interest Rate Derivatives: The Standard Market Models
30. Convexity, Timing and Quanto Adjustments
31. Equilibrium Models of the Short Rate
32. No-arbitrage Models of the Short Rate
33. Modeling Forward Rates
34. Swaps Revisited
35. Energy and Commodity Derivatives
36. Real Options
37. Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms
DerivaGem Software
Major Exchanges Trading Futures and Options
Table for N(x) when x≤ 0
Table for N(x) when x≥0
Author Index
Subject Index
评论 ······
经典中的经典，强烈推荐最新的第十一版。
经典中的经典，强烈推荐最新的第十一版。
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