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期权期货和衍生证券

John C. HULL 华夏出版社
出版时间:

1998  

出版社:

华夏出版社  

作者:

John C. HULL  

页数:

572  

Tag标签:

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内容概要

本书适用于商学和经济学研究生和高年级本科生选修课。对那些想获得如何分析衍生证券实际知识的实际工作者来说,本书也适合。 ……

书籍目录

INTRODUCTIONFUTURES MARKETS AND THE USE OF FUTURES FOR HEDGINGFORWARD AND FUTURES PRICESINTEREST RATE FUTURES SWAPSOPTIONS MARKETSPROPERTIES OF STOCK OPTION PRICES INTRODUCTION TO BINOMIAL TREESMODEL OF THE BEHAVIOR OF STOCK PRICESTHE BLACK-SCHOLES ANALYSISOPTIONS ON STOCK INDICES,CURRENCIES,AND FUTURES CONTRACTS GENERAL APPROACH TO PRICING DERIVATIVES THE MANAGEMENT OF MARKET RISK NUMERICAL PROCEDURESINTEREST RATE DERIVATIVES AND THE USE OF BLACK'S MODELINTEREST RATE DERIVATIVES AND MODELS OF THE YIELD CURVEEXOTIC OPTIONSALTERNATIVES TO BLACK-SCHOLES FOR OPTION PRICING CREDIT RISK AND REGULATORY CAPITALREVIEW OF KEY CONCEPTS


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