Introduction to futures and options markets

＜図書＞
Introduction to futures and options markets

責任表示	John Hull
データ種別	図書
版	2nd ed
出版情報	Englewood Cliffs, N.J. : Prentice Hall , c1995
本文言語	英語
大きさ	xv, 444 p. : ill. ; 25 cm
概要	This introduction to futures and options markets is ideal for readers with limited backgrounds in mathematics. KEY TOPICS: Emphasizing the use of binomial trees for explaining how options are priced,...it shows how one- and two-step binomial trees can be analyzed and includes comprehensive treatment of numerical procedures based on bionomial trees. The book also devotes one entire chapter to swaps and one to options on futures. The third edition of Introduction to Futures and Options Markets has been revised to include an explanation of swaps that reflects their use for asset management and liability management. It discusses daycount conventions, scenario analysis, and value-at-risk. And, it includes a revised Chapter 16 that focuses on the volatility smiles observed for equity and currency options and a revised Chapter 17 to provide background information on mortgage-backed securities and explain standard market models used to value European bond options, interest-rate caps and floors, and European swap options. An essential reference book for every investor and investment professional. 続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		中央図自動書庫	676/H 98/1	1995		068172195009271		予約・取寄		出庫可能	予約・取寄		出庫可能

別書名	異なりアクセスタイトル:Introduction to futures & options markets
一般注記	Cover title: Introduction to futures & options markets Includes bibliographical references and index
著者標目	*Hull, J. C. (John C.), 1946-
件　名	LCSH:Futures market LCSH:Options (Finance) LCSH:Futures market -- Problems, exercises, etc 全ての件名で検索 LCSH:Options (Finance) -- Problems, exercises, etc 全ての件名で検索
分　類	LCC:HG6024.A3 DC20:332.6415
書誌ID	1000217967
ISBN	0131229613
NCID	BA25064834
巻冊次	ISBN:0131229613
登録日	2009.09.11
更新日	2009.09.11