About this business book

Solutions manual [to accompany] Options futures and other derivatives, 5th ed by John Hull, John C. Hull, Hull, John is a business book available to read on EtoBox.

Отличная книга по оценке,хеджингу и риск-менеджменту деривативов,начиная от plain vanilla и заканчивая weather and insurance derivatives. Must have как для студентов некоторых экономических специальностей так и для практикующих профессионалов. Это table of contents 6-го издания: Preface. 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. Binomial Trees. 12. Wiener Processes and Ito?s Lemma. 13. The Black-Scholes-Merton Model. 14. Options on Stock Indices, Currencies, and Futures. 15. Greek Letters. 16. Volatility Smiles. 17. Basic Numerical Procedures. 18. Value at Risk. 19. Estimating Volatilities and Correlations for Risk Management. 20. Credit Risk. 21. Credit Derivatives. 22. Exotic Options. 23. Insurance, Weather, and Energy Derivatives. 24. More on Models and Numerical Procedures. 25. Martingales and Measures. 26. Interest Rate Derivatives: The Standard Market Models. 27. Convexity, Timing, and Quanto Adjustments. 28. Interest Rat

Author

John Hull, John C. Hull, Hull, John

Publisher

Prentice Hall College Div

Published

2002

Language

EN

ISBN

9780130091444

Category

business

Subjects

Economics, Finance, Business

Rating

4.4 / 5 (8 ratings)

Updated

2026-03-14