Options, futures and other derivatives / John C. Hull

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Options, futures and other derivatives / John C. Hull

Book

HULL, John C.. Author

Published by Pearson Education - 2009 , 7th ed.

Library: Madrid

Source : Syracuse

Item type: Book
Language: English

Publication year: 2009
Edition no.: 7th ed.

ISBN: 978-0-13-601586-4

Note

Index, Glossary

Subjects: FINANCIAL MARKET - FUTURES MARKET - STOCK EXCHANGE SECURITY

This book contains solutions to the questions and problems that appear at the end of chapters of the book : mechanics of futures markets ; determination of forward and futures prices ; interest rate futures ; swaps ; mechanics of options markets ; properties of stock options ; binomial trees ; wiener processes and Itô's lemma ; the black-Scholes-Merton model ; options on stock indices and currencies ; value at risk ; estimating volatilities and correlations ; credit risk ; interest rate derivatives : the standard market models ; swaps revisited ; real options ; etc...

Options, futures and other derivatives / John C. Hull

Source : Syracuse

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Madrid

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