MARC状态:已编 文献类型:西文图书 浏览次数:108
- 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.
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