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| 008 | 170904s2018 nyua 001 0 eng d | |
| 010 | ▼a 2016051230 | |
| 020 | ▼a 013447208X | |
| 035 | ▼a (KERIS)REF000018225861 | |
| 040 | ▼a DLC ▼b eng ▼e rda ▼c DLC ▼d DLC ▼d 211009 | |
| 050 | 0 0 | ▼a HG6024.A3 ▼b H85 2017 |
| 082 | 0 0 | ▼a 332.64/5 ▼2 23 |
| 084 | ▼a 332.645 ▼2 DDCK | |
| 090 | ▼a 332.645 ▼b H913o10 | |
| 100 | 1 | ▼a Hull, John C., ▼d 1946- ▼0 AUTH(211009)48617. |
| 245 | 1 0 | ▼a Options, futures, and other derivatives / ▼c John C. Hull, Maple Financial Group Professor of Derivatives and Risk Management Joseph L. Rotman School of Management, University of Toronto. |
| 250 | ▼a 10th ed. | |
| 260 | ▼a New York : ▼b Pearson Education, ▼c c2018. | |
| 300 | ▼a xxiii, 868 p. : ▼b ill. ; ▼c 27 cm. | |
| 500 | ▼a Revised edition of the author's Options, futures, and other derivatives, 2015. | |
| 500 | ▼a Includes index. | |
| 505 | 0 | ▼a Preface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and itoö 's lemma -- The black/scholes/merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- Hjm, lmm, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index. |
| 650 | 0 | ▼a Futures. |
| 650 | 0 | ▼a Stock options. |
| 650 | 0 | ▼a Derivative securities. |
| 945 | ▼a KLPA |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info/지정도서 | 청구기호 332.645 H913o10 | 등록번호 111784709 (24회 대출) | 도서상태 지정도서 | 반납예정일 | 예약 | 서비스 |
| No. 2 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.645 H913o10 | 등록번호 121247615 (3회 대출) | 도서상태 분실(장서관리) | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
For courses in business, economics, and financial engineering and mathematics.
The definitive guide to derivatives markets, updated with contemporary examples and discussions
Known as &;the bible&; to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at derivatives markets. By incorporating the industry&;s hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.정보제공 :
저자소개
존 헐(지은이)
토론토 대학 조셉 엘 로트만 경영대학원의 대학교수다. 이 책을 쓰기 전에 파생상품과 위험관리 분야에서 베스트셀러 3권을 썼다. 그의 책 모두 실무 적용에 초점을 두고 있으며, 저자는 저서가 실무자와 대학 시장에서 동등하게 잘 팔린다는 것을 자랑스럽게 생각한다. 그리고 그는 금융 혁신의 모든 측면에서 연구와 교육 자료를 개발하는 로트맨의 금융 혁신 연구소 핀허브의 학술 이사다. 전 세계의 많은 기업을 위해 자문해 왔고 토론토 대학의 권위 있는 노스럽 프리에 상을 포함한 많은 교수 상을 받았다.
목차
Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito''s Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them.