Options, Futures and Other Derivatives. Global Edition, Edition 8, John C. Hull
Новое издание
Автор: John C. Hull Название: Options, Futures and Other Derivatives. Global Edition, Edition 9 ISBN: 1292212896 ISBN-13(EAN): 9781292212890 Издательство: Pearson Education Цена: 12630 р. Наличие на складе: Невозможна поставка. Описание: 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.
Старое издание
Автор: John Hull Название: Options, Futures and Other Derivatives ISBN: 0131499084 ISBN-13(EAN): 9780131499089 Издательство: Pearson Education Цена: 4013 р. Наличие на складе: Невозможна поставка. Описание: For advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, or risk management. Designed to bridge the gap between theory and practice, this successful book continues to impact the college market and is regarded as "the bible" in trading rooms throughout the world. This edition has been completely reworked from beginning to end to improve presentation, update material, and reflect recent market developments. Though nonessential mathematical material has been either eliminated or moved to end-of-chapter appendices, the concepts that are likely to be new to many readers have been explained carefully, and are supported by numerical examples. This book includes Business Snapshots (about 60 in total) - carefully thought out and integrated into the main material in chapters, and describes real world situions and interesting issues that are highlighted to illustrate points being made throughout the text. It is completely revised - reflects market developments. Makes these chapters in this edition more straightforward and easier to teach. More discussion of how models can be implemented in Excel - Monte Carlo simulation in Chapter 17, Garch models in Chapter 19, and the variance-gamma model in Chapter 24. Includes examples in this book and Excel spreadsheets on: a series of Technical Notes - available on the author's Web site to accompany this book, and creates a streamlined and more student friendly presentation by including less purely technical material in the book; new sequencing of chapters - the second half of book has been reworked; better meet the needs of students and instructors; separate chapter on Convexity, Timing, and Quanto adjustments; affords succinct and targeted coverage of these concepts; chapters on credit risk and credit derivatives - competing texts do not have these; and excellent treatment of binomial trees and the principle of risk-neutral valuation.
Автор: John C. Hull Название: Options Futures & Other Derivatives ISBN: 0131977059 ISBN-13(EAN): 9780131977051 Издательство: Pearson Education Цена: 4013 р. Наличие на складе: Невозможна поставка. Описание: For advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, financial engineering or
risk management. Designed to bridge the gap between theory and practice, this successful book is regarded as the bible in trading rooms throughout the world. Hull offers a clear
presentation with various numerical examples, as well as good practical knowledge of how derivatives are priced and traded.
Автор: John Hull Название: Options, Futures, and Other Derivatives: International 7 ed ISBN: 0135009944 ISBN-13(EAN): 9780135009949 Издательство: Pearson Education Цена: 4431 р. Наличие на складе: Невозможна поставка. Описание: For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
Designed to bridge the gap between theory and practice, this highly successful book is regarded is the standard reference on trading floors and in academic classrooms throughout the world.
Minimizes Unnecessary Mathematical Complexity
One of the key decisions that must be made by an author who is writing in the area of derivatives concerns the use of mathematics. If the level of mathematical sophistication is too high, the material is likely to be inaccessible to many students and practitioners. If it is too low, some important issues will inevitably be treated in a rather superficial way.
• Nonessential mathematical material has been either eliminated or included in end-of-chapter appendices and the technical notes on my website.
• Concepts that are likely to be new to many readers have been explained carefully, and many numerical examples have been included.
Software
Version 1.5101 of DerivaGem is included with this book. This consists of two Excel applications: the Options Calculator and the Applications Builder.
• The Options Calculator - Consists of easy-to-use software for valuing a wide range of options.
• The Applications Builder - consists of a number of Excel functions from which users can build their own applications. It includes a number of sample applications and enables students to explore the properties of options and numerical procedures more easily. It also allows more interesting assignments to be designed.
Автор: Flavell, Richard Название: Swaps and other derivatives ISBN: 047072191X ISBN-13(EAN): 9780470721919 Издательство: Wiley Рейтинг: Цена: 12118 р. Наличие на складе: Поставка под заказ.
Описание: * Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.
Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.
Описание: Authored by acknowledge experts in the field, this book helps traders understand options on futures and arms them with cutting-edge strategies and techniques for making the most of these incredibly versatile instruments. The authors cover all key trades, including credit spreads, ratio spreads, calendar spreads, and more.
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