Libro GeneralUbicación Física: 332.644
Introduction to Futures and Options Markets / | |
| Autor: | Hull , John. |
| Pié de imprenta: | New Jersey : Prentice-Hall, 1998 |
| Edición: | 3ra ed. |
| Descripción: | 471 páginas : gráficas ; cuadros 24cm. |
| ISBN: | 9780138891480. |
| Tema(s): | |
| Contenido: | Chapter 1: Introducción. -- Chapter 2: Mechanics off Futures and Forward Markets. -- Chapter 3: The Determination of Forward and Future Prices. -- Chapter 4: Hedging Strategies Using Futures. Chapter 5: Interest-Rate Futures. -- Chapter 6: Swaps. -- Chapter 7: Mechanics of Options Markets. -- Chapter 8: Basic Properties of Stock Options. -- Chapter 9: Trading Strategies Involving Options. -- Chapter 10: An Introduction to Binomial Trees. -- Chapter 11:The Princing of Stock Options Using Black-Scholes. -- Chapter 12: Options on Stock Indices and Currencies. -- Chapter 13: Options on Futures. -- Chapter 14: Hedging Positions in Options and the Creation of Options Synthetically. -- Chapter 15: Value at Risk. -- Chapter 16: Valuing Options Numerically Using Binomial Trees. -- Chapter 17: Biases in the Black-Choles Model. -- 18. Interest-rate Options. |
| Resumen: | -Features a new chapter (15) on Value at Risk. -Includes new materail on swaps (chapter 6) and volatility smiles (chapter 17) -Explains the standard market moels for bond options, interest-rate caps and floors, and European swap options (chapter 18) |
| Tipo de ítem | Biblioteca actual | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
|---|---|---|---|---|---|---|
Libro General
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Biblioteca Sede Centro Sede Centro | 332.644 / H85i (Navegar estantería(Abre debajo)) | Ej.1 | Disponible (Acceso Libre) | SC02083 |
Inluye Contenido
Inluye Prefacio
Inluye Anexos
Inluye Índice
Chapter 1: Introducción. -- Chapter 2: Mechanics off Futures and Forward Markets. -- Chapter 3: The Determination of Forward and Future Prices. -- Chapter 4: Hedging Strategies Using Futures. Chapter 5: Interest-Rate Futures. -- Chapter 6: Swaps. -- Chapter 7: Mechanics of Options Markets. -- Chapter 8: Basic Properties of Stock Options. -- Chapter 9: Trading Strategies Involving Options. -- Chapter 10: An Introduction to Binomial Trees. -- Chapter 11:The Princing of Stock Options Using Black-Scholes. -- Chapter 12: Options on Stock Indices and Currencies. -- Chapter 13: Options on Futures. -- Chapter 14: Hedging Positions in Options and the Creation of Options Synthetically. -- Chapter 15: Value at Risk. -- Chapter 16: Valuing Options Numerically Using Binomial Trees. -- Chapter 17: Biases in the Black-Choles Model. -- 18. Interest-rate Options.
-Features a new chapter (15) on Value at Risk.
-Includes new materail on swaps (chapter 6) and volatility smiles (chapter 17)
-Explains the standard market moels for bond options, interest-rate caps and floors, and European swap options (chapter 18)
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