大拱桥--暨南大学学生门户 » 图书馆 » 金融市场 » Fundamentals of futures and options markets / John C. Hull = 期权与期货市场基本原理
名称 Fundamentals of futures and options markets / John C. Hull = 期权与期货市场基本原理
索引号 F830.9/E20097.6
分类号 F830.9
F830.9(金融市场)
F830(金融、银行理论)
F83(金融、银行)
F8(财政、金融)
F(经济)
作者 Hull、 John、 1946-、Wang、 Yong、
出版社 北京 : China Machine Press, 2010.
ISBN
页数 xxii, 527 p. : ill. ; 28 cm.
价格
标签
简介
注解 Based on: Fundamentals of futures and options markets / John C. Hull. Upper Saddle River, N.J. : Pearson Prentice Hall, c2008. ISBN: 0132242264. 附註 Includes bibliographical references. 內容 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.