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Fundamentals of futures and options markets : solutions manual and study guide [Material Impreso] / John C. Hull

Por: Hull, John CDatos de publicación: Upper Saddle River: Prentice-Hall, c2008Edición: 6th.edDescripción: v, 153 p. 28 x 22 cm. IMPRESOISBN: 978-0-13-242574-2Tema(s): MERCADO DE FUTUROS | OPCIONES FINANCIERAS | CONTRATOS DE FUTUROS | TIPO DE INTERES | SWAPS | MODELO BINOMIAL DE VALORACION DE OPCIONES | MODELO BLACK-SCHOLES DE VALORACION DE OPCIONES | DERIVATIVESResumen: Contiene: 1. Introduction. 2. Mechanics of futures markets. 3. Hedging strategies using futures. 4. Interest rates. 5. Determination of forward and futures prices. 6. Interest rate futures. 7. Swaps. 8. Mechanics of options markets. 9. Properties of stock options. 10. Trading strategies involving options. 11. Introduction to binomial trees. 12. Valuing stock options: the black-scholes model. 13. Options on stock indices and currencies. 14. Futures options. 15. The Greek letters. 16. Binomial trees in practice. 17. Volatility smiles. 18. Value at risk. 19. Interest rate options. 20. Exotic options and other nonstandard products. 21. Credit derivatives. 22. Weather, energy and insurance derivatives. 23. Derivatives mishaps and what we can learn from them.
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Tipo de ítem Biblioteca de origen Colección Signatura topográfica Estado Fecha de vencimiento Código de barras
Libro Sala Libro Sala Pocitos Material Docente MD 332.644 HUL 6th.ed. Disponible P30187

Contiene: 1. Introduction. 2. Mechanics of futures markets. 3. Hedging strategies using futures. 4. Interest rates. 5. Determination of forward and futures prices. 6. Interest rate futures. 7. Swaps. 8. Mechanics of options markets. 9. Properties of stock options. 10. Trading strategies involving options. 11. Introduction to binomial trees. 12. Valuing stock options: the black-scholes model. 13. Options on stock indices and currencies. 14. Futures options. 15. The Greek letters. 16. Binomial trees in practice. 17. Volatility smiles. 18. Value at risk. 19. Interest rate options. 20. Exotic options and other nonstandard products. 21. Credit derivatives. 22. Weather, energy and insurance derivatives. 23. Derivatives mishaps and what we can learn from them.

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