Solutions manual and study guide for Fundamentals of Futures and Options Markets.
2017
159
134.53-HULL
MARCHE FINANCIER ; MARCHE DES CAPITAUX ; SWAP ; OPTION ; TAUX D'INTERET ; STOCK OPTION
N° | Cote | Code barre | Commentaire | |
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1 | [non empruntable] |
ISBN 13 : 978-0-13-408365-0
Sommaire : 1. Introduction
2. Futures markets and central counterparties
3. Hedging strategies using futures
4. Interest rates
5. Determination of forward and futures prices
6. Interest rate futures
7. Swaps
8. Securitization and the credit crisis of 2007
9. Mechanics of options markets
10. Properties of stock options
11. Trading strategies involving options
12. Introduction to binomial trees
13. Valuing stock options: the Black–Scholes–Merton model
14. Employee stock options
15. Options on stock indices and currencies
16. Futures options and Black's model
17. The Greek letters
18. Binomial trees in practice
19. Volatility smiles
20. Value at risk and expected shortfall
21. Interest rate options
22. Exotic options and other nonstandard products
23. Credit derivatives
24. Weather, energy, and insurance derivatives
25. Derivatives mishaps and what we can learn from them
Nbre volumes : 0
Langue : Anglais
Edition : 9ème
Lieu d'édition : CAMBRIDGE
Illustration(s) : Graphique(s) ; Tableau(x)
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque