Options, futures and other derivatives:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Upper Saddle River, NJ
Pearson, Prentice Hall
2009
|
Ausgabe: | 7. ed. |
Schriftenreihe: | The Prentice Hall series in finance
|
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | CD-ROM u.d.T.: DerivaGem Software. - Literaturangaben |
Beschreibung: | XXII, 822 S. graph. Darst. 1 CD-ROM (12 cm) |
ISBN: | 9780136015864 0136015867 |
Internformat
MARC
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Datensatz im Suchindex
_version_ | 1804137786683424768 |
---|---|
adam_text | CONTENTS IN BRIEF
List of
Business
Snapshots
.........................................................................xvii
List of
Technical Notes.............................................................................xviii
Preface
.......................................................................................................xix
1.
Introduction
..................................................................................................1
2.
Mechanics of futures markets
.......................................................................21
3.
Hedging strategies using futures
....................................................................45
4.
Interest rates
...............................................................................................73
5.
Determination of forward and futures prices
.................................................99
6.
Interest rate futures
....................................................................................129
7.
Swaps
.......................................................................................................147
8.
Mechanics of options markets
....................................................................179
9.
Properties of stock options
.........................................................................201
10.
Trading strategies involving options
............................................................219
11.
Binomial trees
...........................................................................................237
12.
Wiener processes and
Itô s
lemma
...............................................................259
13.
The Black-Scholes-Merton model
.............................................................277
14.
Employee stock options
.............................................................................311
15.
Options on stock indices and currencies
......................................................325
16.
Futures options
.........................................................................................341
17.
The Greek letters
.......................................................................................357
18.
Volatility smiles
.........................................................................................389
19.
Basic numerical procedures
........................................................................407
20.
Value at risk
.............................................................................................451
21.
Estimating volatilities and correlations
.........................................................477
22.
Credit risk
................................................................................................497
23.
Credit derivatives
.......................................................................................525
24.
Exotic options
...........................................................................................555
25.
Weather, energy, and insurance derivatives
..................................................581
26.
More on models and numerical procedures
..................................................591
27.
Martingales and measures
..........................................................................623
28.
Interest rate derivatives: the standard market models
....................................647
29.
Convexity, timing, and
quanto
adjustments
.................................................667
30.
Interest rate derivatives: models of the short rate
..........................................681
31.
Interest rate derivatives: HJM and LMM
....................................................711
32.
Swaps Revisited
.........................................................................................729
33.
Real options
......................................................................................... 745
34.
Derivatives mishaps and what we can learn from them
.................................761
Glossary of terms
......................................................................................773
DerivaGem software
................................................................................793
Major exchanges trading futures and options
...............................................799
Tables for N(.x)
.........................................................................................
gOO
Author index
.........................................................................
gQ3
Subject index
........................................................................................807
|
adam_txt |
CONTENTS IN BRIEF
List of
Business
Snapshots
.xvii
List of
Technical Notes.xviii
Preface
.xix
1.
Introduction
.1
2.
Mechanics of futures markets
.21
3.
Hedging strategies using futures
.45
4.
Interest rates
.73
5.
Determination of forward and futures prices
.99
6.
Interest rate futures
.129
7.
Swaps
.147
8.
Mechanics of options markets
.179
9.
Properties of stock options
.201
10.
Trading strategies involving options
.219
11.
Binomial trees
.237
12.
Wiener processes and
Itô's
lemma
.259
13.
The Black-Scholes-Merton model
.277
14.
Employee stock options
.311
15.
Options on stock indices and currencies
.325
16.
Futures options
.341
17.
The Greek letters
.357
18.
Volatility smiles
.389
19.
Basic numerical procedures
.407
20.
Value at risk
.451
21.
Estimating volatilities and correlations
.477
22.
Credit risk
.497
23.
Credit derivatives
.525
24.
Exotic options
.555
25.
Weather, energy, and insurance derivatives
.581
26.
More on models and numerical procedures
.591
27.
Martingales and measures
.623
28.
Interest rate derivatives: the standard market models
.647
29.
Convexity, timing, and
quanto
adjustments
.667
30.
Interest rate derivatives: models of the short rate
.681
31.
Interest rate derivatives: HJM and LMM
.711
32.
Swaps Revisited
.729
33.
Real options
. 745
34.
Derivatives mishaps and what we can learn from them
.761
Glossary of terms
.773
DerivaGem software
.793
Major exchanges trading futures and options
.799
Tables for N(.x)
.
gOO
Author index
.
gQ3
Subject index
.807 |
any_adam_object | 1 |
any_adam_object_boolean | 1 |
author | Hull, John 1946- |
author_GND | (DE-588)109733290 |
author_facet | Hull, John 1946- |
author_role | aut |
author_sort | Hull, John 1946- |
author_variant | j h jh |
building | Verbundindex |
bvnumber | BV023402942 |
callnumber-first | H - Social Science |
callnumber-label | HG6024 |
callnumber-raw | HG6024.A3 |
callnumber-search | HG6024.A3 |
callnumber-sort | HG 46024 A3 |
callnumber-subject | HG - Finance |
classification_rvk | QK 620 QK 660 |
classification_tum | WIR 180f WIR 170f |
ctrlnum | (OCoLC)214063743 (DE-599)BVBBV023402942 |
dewey-full | 332.64/5 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.64/5 |
dewey-search | 332.64/5 |
dewey-sort | 3332.64 15 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
edition | 7. ed. |
format | Book |
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genre | 1\p (DE-588)4143389-0 Aufgabensammlung gnd-content 2\p (DE-588)4123623-3 Lehrbuch gnd-content 3\p (DE-588)4222208-4 Übungssammlung gnd-content |
genre_facet | Aufgabensammlung Lehrbuch Übungssammlung |
id | DE-604.BV023402942 |
illustrated | Illustrated |
index_date | 2024-07-02T21:24:27Z |
indexdate | 2024-07-09T21:17:50Z |
institution | BVB |
isbn | 9780136015864 0136015867 |
language | English |
lccn | 2008010842 |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016585696 |
oclc_num | 214063743 |
open_access_boolean | |
owner | DE-Aug4 DE-19 DE-BY-UBM DE-1047 DE-703 DE-N2 DE-91 DE-BY-TUM DE-M347 DE-473 DE-BY-UBG DE-521 DE-384 DE-1049 DE-92 DE-861 DE-20 DE-83 DE-11 DE-858 DE-188 |
owner_facet | DE-Aug4 DE-19 DE-BY-UBM DE-1047 DE-703 DE-N2 DE-91 DE-BY-TUM DE-M347 DE-473 DE-BY-UBG DE-521 DE-384 DE-1049 DE-92 DE-861 DE-20 DE-83 DE-11 DE-858 DE-188 |
physical | XXII, 822 S. graph. Darst. 1 CD-ROM (12 cm) |
publishDate | 2009 |
publishDateSearch | 2009 |
publishDateSort | 2009 |
publisher | Pearson, Prentice Hall |
record_format | marc |
series2 | The Prentice Hall series in finance |
spelling | Hull, John 1946- Verfasser (DE-588)109733290 aut Options, futures and other derivatives John C. Hull 7. ed. Upper Saddle River, NJ Pearson, Prentice Hall 2009 XXII, 822 S. graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier The Prentice Hall series in finance CD-ROM u.d.T.: DerivaGem Software. - Literaturangaben Futures Stock options Derivative securities Termingeschäft (DE-588)4117190-1 gnd rswk-swf Stochastik (DE-588)4121729-9 gnd rswk-swf Option (DE-588)4115452-6 gnd rswk-swf Optionshandel (DE-588)4126185-9 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Optionsgeschäft (DE-588)4043670-6 gnd rswk-swf Optionsmarkt (DE-588)4381644-7 gnd rswk-swf Diskette (DE-588)4122115-1 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Financial Futures (DE-588)4128564-5 gnd rswk-swf 1\p (DE-588)4143389-0 Aufgabensammlung gnd-content 2\p (DE-588)4123623-3 Lehrbuch gnd-content 3\p (DE-588)4222208-4 Übungssammlung gnd-content Optionspreistheorie (DE-588)4135346-8 s DE-604 Optionsgeschäft (DE-588)4043670-6 s Financial Futures (DE-588)4128564-5 s Derivat Wertpapier (DE-588)4381572-8 s 4\p DE-604 Termingeschäft (DE-588)4117190-1 s Optionshandel (DE-588)4126185-9 s Diskette (DE-588)4122115-1 s 5\p DE-604 Option (DE-588)4115452-6 s 6\p DE-604 Finanzmathematik (DE-588)4017195-4 s Stochastik (DE-588)4121729-9 s 7\p DE-604 Optionsmarkt (DE-588)4381644-7 s 8\p DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016585696&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 6\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 7\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 8\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Hull, John 1946- Options, futures and other derivatives Futures Stock options Derivative securities Termingeschäft (DE-588)4117190-1 gnd Stochastik (DE-588)4121729-9 gnd Option (DE-588)4115452-6 gnd Optionshandel (DE-588)4126185-9 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd Optionsgeschäft (DE-588)4043670-6 gnd Optionsmarkt (DE-588)4381644-7 gnd Diskette (DE-588)4122115-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Financial Futures (DE-588)4128564-5 gnd |
subject_GND | (DE-588)4117190-1 (DE-588)4121729-9 (DE-588)4115452-6 (DE-588)4126185-9 (DE-588)4135346-8 (DE-588)4017195-4 (DE-588)4043670-6 (DE-588)4381644-7 (DE-588)4122115-1 (DE-588)4381572-8 (DE-588)4128564-5 (DE-588)4143389-0 (DE-588)4123623-3 (DE-588)4222208-4 |
title | Options, futures and other derivatives |
title_auth | Options, futures and other derivatives |
title_exact_search | Options, futures and other derivatives |
title_exact_search_txtP | Options, futures and other derivatives |
title_full | Options, futures and other derivatives John C. Hull |
title_fullStr | Options, futures and other derivatives John C. Hull |
title_full_unstemmed | Options, futures and other derivatives John C. Hull |
title_short | Options, futures and other derivatives |
title_sort | options futures and other derivatives |
topic | Futures Stock options Derivative securities Termingeschäft (DE-588)4117190-1 gnd Stochastik (DE-588)4121729-9 gnd Option (DE-588)4115452-6 gnd Optionshandel (DE-588)4126185-9 gnd Optionspreistheorie (DE-588)4135346-8 gnd Finanzmathematik (DE-588)4017195-4 gnd Optionsgeschäft (DE-588)4043670-6 gnd Optionsmarkt (DE-588)4381644-7 gnd Diskette (DE-588)4122115-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Financial Futures (DE-588)4128564-5 gnd |
topic_facet | Futures Stock options Derivative securities Termingeschäft Stochastik Option Optionshandel Optionspreistheorie Finanzmathematik Optionsgeschäft Optionsmarkt Diskette Derivat Wertpapier Financial Futures Aufgabensammlung Lehrbuch Übungssammlung |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016585696&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT hulljohn optionsfuturesandotherderivatives |