Options, Futures, and Other Derivatives

Options, Futures, and Other Derivatives pdf epub mobi txt 电子书 下载 2025

出版者:Prentice Hall
作者:John C Hull
出品人:
页数:896
译者:
出版时间:2014-1-25
价格:USD 287.40
装帧:Hardcover
isbn号码:9780133456318
丛书系列:
图书标签:
  • 金融
  • finance
  • 量化
  • 金融工程
  • 经济学
  • 教材
  • trading
  • Quant
  • 金融工程
  • 期权
  • 期货
  • 衍生品
  • 投资
  • 风险管理
  • 金融市场
  • 定量金融
  • 投资策略
  • 金融建模
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具体描述

For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets

Practitioners refer to it as “the bible;” in the university and college marketplace it’s the best seller; and now it’s been revised and updated to cover the industry’s hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today’s derivatives markets.

作者简介

Maple Financial Chair in Derivatives and Risk Management

目录信息

Table of Contents
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. Securitization and the Credit Crisis of 2007
9. OIS Discounting, Credit Issues, and Funding Costs
10. Mechanics of Options Markets
11. Properties of Stock Options
12. Trading Strategies Involving Options
13. Binomial Trees
14. Wiener Processes and Ito’s Lemma
15. The Black-Scholes-Merton Model
16. Employee Stock Options
17. Options on Stock Indices and Currencies
18. Options on Futures
19. Greek Letters
20. Volatility Smiles
21. Basic Numerical Procedures
22. Value at Risk
23. Estimating Volatilities and Correlations for Risk Management
24. Credit Risk
25. Credit Derivatives
26. Exotic Options
27. More on Models and Numerical Procedures
28. Martingales and Measures
29. Interest Rate Derivatives: The Standard Market Models
30. Convexity, Timing and Quanto Adjustments
31. Interest Rate Derivatives: Models of the Short Rate
32. HJM, LMM, and Multiple Zero Curves
33. Swaps Revisited
34. Energy and Commodity Derivatives
35. Real Options
36. Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms
DerivaGem Software
Major Exchanges Trading Futures and Options
Table for N(x) when x≤ 0
Table for N(x) when x≥0
Author index
Subject index
· · · · · · (收起)

读后感

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很不幸的买到英文原著,我原以为是中文版的。 花了很长的功夫看完,虽然很吃力但是收获很大,对国产的垃圾书来说,这本书让我觉得它配上的印刷它的那些纸和墨。 希望有机会多读几遍,我可怜的英文啊……  

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Fantastic textbook that ascribes to the clarity of its writing style and graphs,also the integrated use of real world examples.  

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本人主修软件工程,选修金融学作为第二专业。如果了解软件工程的人都知道,我们很多教材都用的英文原版的,实际上大家也都买了中文译本在看。而金融学这边很多经典教材也都是外国人写的,一般都是用的翻译版。我用了这么多书里面,唯独这本书,翻译简直就是错漏百出,什么公式...

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如题!非常糟糕!当年年少无知随手买的,害自己不浅,果断买了本原版的看!望后人不要重蹈我的覆辙花这个冤枉钱 什么叫我的评论太短啊什么叫我的评论太短啊什么叫我的评论太短啊什么叫我的评论太短啊什么叫我的评论太短啊 这种翻得比苍蝇还要恶心的书难道要我写满500字才能算...  

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用户评价

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尼玛终于考完了,但还有好多要反刍,下学期真心不知道要怎么办才好了,接着看下去吧。

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Bible啊

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折磨了我半年,算数算到头秃。发现他在这的标签居然有现代占卜学??

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折磨了我半年,算数算到头秃。发现他在这的标签居然有现代占卜学??

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futures & options的推荐教材,大概教了300页的内容,真是巨著啊。

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