Futures, forwards a swapyZpět do menu
Options, Futures and Other Derivatives
Options, Futures and Other Derivatives
Autor: John C. Hull | Vydavatel: Prentice Hall
Doporučujeme
Koupit tuto publikaci

How do you bring real world scenarios into your course? Or would you like to?
Business Snapshots (about 60 in total, found in almost all chapters)—Carefully thought out and integrated into the main material in chapters.
Describe real world situations and interesting issues that are highlighted to illustrate points being made throughout the text.
Completely revised chapters on credit risk and credit derivatives (Ch 20 and 21)—Reflects market developments.
Makes these chapters in this edition more straightforward and easier to teach.
Opening six chapters have been replaced by seven chapters that cover forward, futures, and swaps in a more student-friendly way.
The main change here is that the chapter on interest rates has been split into two chapters, one devoted to the math involving interest rates, the other to interest rate futures contracts and how they are used in hedging, which will be easier for students to grasp.
More discussion of how models can be implemented in Excel—Monte Carlo simulation in Chapter 17, GARCH models in Chapter 19, and the variance-gamma model in Chapter 24.
Includes examples in the book and Excel spreadsheets on Web site to illustrate applications.
A series of Technical Notes—Available on the author’s Web site to accompany the book.
Creates a streamlined and more student friendly presentation by including less purely technical material in the book.
Separate chapter on Convexity, Timing, and Quanto adjustments.
Affords succinct and targeted coverage of these concepts for deeper coverage students need.
New topics
For example, the size of derivatives markets is discussed in Chapter 1, Basel II is discussed in Chapter 20, and the variance-gamma model is covered in Chapter 24.
More in-depth coverage
For example, convexity adjustments to Eurodollar futures in Chapter 5, copula models in Chapters 20 and 21, and executive stock options in Chapters 8 and 13.

Přidáno: 04.05.2007ISBN: 0131499084Stran: 816Cena: £ 82,44Jazyk: anglicky
Doporučujeme
The Crunch: The Scandal of
The Crunch: The Scandal of Northern Rock and the Escalating Credit Crisis
Stran: 320
Cena: £ 10,79
Jazyk: anglicky
Alex Brummer traces the course of the recent financial crisis from its origins in the U.S. subprime market to its explosion onto the international scene, and reveals the potentially disastrous path down which w
The Credit Default Swap Ba
The Credit Default Swap Basis
Stran: 195
Cena: £ 23,70
Jazyk: anglicky
The growth of the credit derviatives market has produced a liquid market in credit default swaps across the credit curve, and this liquidity has led many investors to access both the credit derivative and cash
The Art of Trade: What I L
The Art of Trade: What I Learned (and Lost) Trading the Chicago Futures Markets
Stran: 208
Cena: £ 16,99
Jazyk: anglicky
The Art of the Trade is a searing portrait of the futures and options industry as seen through the eyes of someone who has participated in this arena for more than twenty years. On one level, its a brutally hon
Vyhledávání
kniha     autor