中南民族大学图书馆书目检索系统

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题名/责任者:

Fundamentals of futures and options markets / John C. Hull = 期权与期货市场基本原理 / 约翰·赫尔, 王勇译注.

版本说明:

第6版.

出版发行项:

北京 : China Machine Press, 2010.

ISBN:

9787111318125 (pbk.)

载体形态项:

xxii, 527 p. : ill. ; 28 cm.

变异题名:

期权与期货市场基本原理

丛编说明:

高等学校经济管理英文版教材·经济系列

个人责任者:

Hull, John, 1946-

附加个人名称:

Wang, Yong

论题主题:

Futures market.

论题主题:

Options (Finance)

论题主题:

Futures market-Problems, exercises, etc.

论题主题:

Options (Finance)-Problems, exercises, etc.

中图法分类号:

F830.9

一般附注:

Based on: Fundamentals of futures and options markets / John C. Hull. Upper Saddle River, N.J. : Pearson Prentice Hall, c2008. ISBN: 0132242264.

书目附注:

Includes bibliographical references.

内容附注:

Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Introduction to binomial trees -- Valuing stock options : the Black-Scholes model -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Binomial trees in practice -- Volatility smiles -- Value at risk -- Interest rate options -- Exotic options and other nonstandard products -- Credit derivatives -- Weather, energy, and insurance derivatives -- Derivatives mishaps and what we can learn from them.

豆瓣简介：