| Titre : |
Options, Futures, and Other Derivatives |
| Type de document : |
texte imprimé |
| Auteurs : |
John C. Hull, Auteur |
| Mention d'édition : |
11th Ed. |
| Editeur : |
Paris : Pearson Education France |
| Année de publication : |
2022 |
| Importance : |
880 P. |
| Présentation : |
Broché. Couv. ill. en coul., graph. |
| Format : |
29 cm |
| ISBN/ISSN/EAN : |
978-1-292-41065-4 |
| Langues : |
Anglais (eng) |
| Catégories : |
80.00 Interdisciplinary physics and related areas of science and technology
|
| Mots-clés : |
Financial markets |
| Index. décimale : |
80.00 |
| Résumé : |
1 Introduction. - 2 Futures markets and central counterparties. - 3 Hedging strategies using futures. - 4 Interest rates. - 5 Determination of forward and futures prices. - Interest rate futures. - 7 Swaps. - 8 Securization and the financial crisis of 2007-8. - 9 XVAs. - 10 Mechanics of option markets. - 11 Properties of stock options. - 12 Trading strategies involving options. - 13 Binomial trees. - 14 Wiener processes and Itö's Iemma. - 15 The black-Scholes-MErton Model. - 16 Employee stock options. - 17 Options on stock indices and currencies. - 18 Futures options and black's model. - 19The greek letters. - 20 Volatility smiles and volatily surfaces. - 21 Basic numerical procedures. - 22 Value at risk and expected shortfall. - 23 Estimating volatilies and correlations. - 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 standart models. - 30 Convexity, timing and quanto adjustments. - 31 Equilibrium models of the short rate. - 32 No-arbitrage models of the short rate. - 33 Modeling forward rates. - 34 Swaps revisited. - 35 Energy and commodity derivatives. - 36 Real options. - 37 Derivatives mishaps and what we can learn from them |
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