현재위치 :  Home > FRM > FRM
 
 
  OPTIONS, FUTURES, & OTHER DERIVATIVES 8/E
   
    저자 John C. Hull
    출판사 Pearson Higher Education
    출판년도 2012 / 888 pages
    ISBN 978-0-13-231383-4        판매가 43,000원
  
 
TITLE INFORMATION
For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.

Bridge the gap between theory and practice.

This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States.

Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics.

The eighth edition has been updated and improved—featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.

Table of Contents
Chapter 1. Introduction
Chapter 2. Mechanics of Futures Markets
Chapter 3. Hedging Strategies Using Futures
Chapter 4. Interest Rates
Chapter 5. Determination of Forward and Futures Prices
Chapter 6. Interest Rate Futures
Chapter 7. Swaps
Chapter 8. Securitization and the Credit Crisis of 2007
Chapter 9. Mechanics of Options Markets
Chapter 10. Properties of Stock Options
Chapter 11. Trading Strategies Involving Options
Chapter 12. Binomial Trees
Chapter 13. Wiener Processes and Ito’s Lemma
Chapter 14. The Black-Scholes-Merton Model
Chapter 15. Employee Stock Options
Chapter 16. Options on Stock Indices and Currencies
Chapter 17. Options on Futures
Chapter 18. Greek Letters
Chapter 19. Volatility Smiles
Chapter 20. Basic Numerical Procedures
Chapter 21. Value at Risk
Chapter 22. Estimating Volatilities and Correlations
Chapter 23. Credit Risk
Chapter 24. Credit Derivatives
Chapter 25. Exotic Options
Chapter 26. More on Models and Numerical Procedures
Chapter 27. Martingales and Measures
Chapter 28. Interest Rate Derivatives: The Standard Market Models
Chapter 29. Convexity, Timing, and Quanto Adjustments
Chapter 30. Interest Rate Derivatives: Models of the Short Rate
Chapter 31. Interest Rate Derivatives: HJM and LMM
Chapter 32. Swaps Revisited
Chapter 33. Energy and Commodit Derivatives
Chapter 34. Real Option


상호:도서출판 석정 | 대표:황윤정 | 사업자등록번호:566-90-01553 | 통신판매업 신고번호 제2406호
대표전화:(031)942-6293 | 팩스:(031)949-5367 | 주소:경기도 파주시 산남로26번길 89 (다)동
관리자메일:sjbooks@sukjungbooks.co.kr  |개인정보관리책임자: 양승철 ((031)-942-6293)
Copyright ⓒ 2021 도서출판석정. All rights reserved.