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Fundamentals of futures and options market / / John C. Hull
| Fundamentals of futures and options market / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Global edition, Eight edition.] |
| Pubbl/distr/stampa | Harlow, England : , : Pearson, , [2016] |
| Descrizione fisica | 1 online resource (623 pages) : illustrations |
| Disciplina | 332.6453 |
| Soggetto topico |
Options (Finance)
Futures markets |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Title Page -- Copyright Page -- Contents in Brief -- Contents -- Preface -- Chapter 1: Introduction -- 1.1 Futures Contracts -- 1.2 History of Futures Markets -- 1.3 The Over-the-Counter Market -- 1.4 Forward Contracts -- 1.5 Options -- 1.6 History of Options Markets -- 1.7 Types of Trader -- 1.8 Hedgers -- 1.9 Speculators -- 1.10 Arbitrageurs -- 1.11 Dangers -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 2: Mechanics of Futures Markets -- 2.1 Opening and Closing Futures Positions -- 2.2 Speci?cation of a Futures Contract -- 2.3 Convergence of Futures Price to Spot Price -- 2.4 The Operation of Margin Accounts -- 2.5 OTC Markets -- 2.6 Market Quotes -- 2.7 Delivery -- 2.8 Types of Trader and Types of Order -- 2.9 Regulation -- 2.10 Accounting and Tax -- 2.11 Forward vs. Futures Contracts -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 3: Hedging Strategies Using Futures -- 3.1 Basic Principles -- 3.2 Arguments for and Against Hedging -- 3.3 Basis Risk -- 3.4 Cross Hedging -- 3.5 Stock Index Futures -- 3.6 Stack and Roll -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Review of Key Concepts in Statistics and the CAPM -- Chapter 4: Interest Rates -- 4.1 Types of Rates -- 4.2 Measuring Interest Rates -- 4.3 Zero Rates -- 4.4 Bond Pricing -- 4.5 Determining Treasury Zero Rates -- 4.6 Forward Rates -- 4.7 Forward Rate Agreements -- 4.8 Theories of the Term Structure of Interest Rates -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Exponential and Logarithmic Functions -- Chapter 5: Determination of Forward and Futures Prices -- 5.1 Investment Assets vs. Consumption Assets -- 5.2 Short Selling -- 5.3 Assumptions and Notation.
5.4 Forward Price for an Investment Asset -- 5.5 Known Income -- 5.6 Known Yield -- 5.7 Valuing Forward Contracts -- 5.8 Are Forward Prices and Futures Prices Equal? -- 5.9 Futures Prices of Stock Indices -- 5.10 Forward and Futures Contracts on Currencies -- 5.11 Futures on Commodities -- 5.12 The Cost of Carry -- 5.13 Delivery Options -- 5.14 Futures Prices and the Expected Spot Prices -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 6: Interest Rate Futures -- 6.1 Day Count and Quotation Conventions -- 6.2 Treasury Bond Futures -- 6.3 Eurodollar Futures -- 6.4 Duration -- 6.5 Duration-Based Hedging Strategies Using Futures -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 7: Swaps -- 7.1 Mechanics of Interest Rate Swaps -- 7.2 Day Count Issues -- 7.3 Confirmations -- 7.4 The Comparative-Advantage Argument -- 7.5 The Nature of Swap Rates -- 7.6 Overnight Indexed Swaps -- 7.7 Valuation of Interest Rate Swaps -- 7.8 Estimating the Zero Curve for Discounting -- 7.9 Forward Rates -- 7.10 Valuation in Terms of Bonds -- 7.11 Term Structure E?ects -- 7.12 Fixed-for-Fixed Currency Swaps -- 7.13 Valuation of Fixed-for-Fixed Currency Swaps -- 7.14 Other Currency Swaps -- 7.15 Credit Risk -- 7.16 Other Types of Swap -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 8: Securitization and the Credit Crisis of 2007 -- 8.1 Securitization -- 8.2 The U.S. Housing Market -- 8.3 What Went Wrong? -- 8.4 The Aftermath -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 9: Mechanics of Options Markets -- 9.1 Types of Option -- 9.2 Option Positions -- 9.3 Underlying Assets -- 9.4 Speci?cation of Stock Options -- 9.5 Trading -- 9.6 Commissions -- 9.7 Margin Requirements. 9.8 The Options Clearing Corporation -- 9.9 Regulation -- 9.10 Taxation -- 9.11 Warrants, Employee Stock Options, and Convertibles -- 9.12 Over-the-Counter Options Markets -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 10: Properties of Stock Options -- 10.1 Factors Affecting Option Prices -- 10.2 Assumptions and Notation -- 10.3 Upper and Lower Bounds for Option Prices -- 10.4 Put-Call Parity -- 10.5 Calls on a Non-Dividend-Paying Stock -- 10.6 Puts on a Non-Dividend-Paying Stock -- 10.7 Effect of Dividends -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 11: Trading Strategies Involving Options -- 11.1 Principal-Protected Notes -- 11.2 Strategies Involving a Single Option and a Stock -- 11.3 Spreads -- 11.4 Combinations -- 11.5 Other Pay o?s -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 12: Introduction to Binomial Trees -- 12.1 A One-Step Binomial Model and a No-Arbitrage Argument -- 12.2 Risk-Neutral Valuation -- 12.3 Two-Step Binomial Trees -- 12.4 A Put Example -- 12.5 American Options -- 12.6 Delta -- 12.7 Determining u and d -- 12.8 Increasing the Number of Time Steps -- 12.9 Using DerivaGem -- 12.10 Options on Other Assets -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Derivation of the Black-Scholes-Merton Option Pricing Formula from Binomial Tree -- Chapter 13: Valuing Stock Options: The Black-Scholes-Merton Model -- 13.1 AssumptionsaboutHowStockPricesEvolve -- 13.2 Expected Return -- 13.3 Volatility -- 13.4 Estimating Volatility from Historical Data -- 13.5 Assumptions Underlying Black-Scholes-Merton -- 13.6 The Key No-Arbitrage Argument -- 13.7 The Black-Scholes-Merton Pricing Formulas -- 13.8 Risk-Neutral Valuation -- 13.9 Implied Volatilities. 13.10 Dividends -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: The Early Exercise of American Call Options on Dividend-Paying Stocks -- Chapter 14: Employee Stock Options -- 14.1 Contractual Arrangements -- 14.2 Do Options Align the Interests of Shareholders and Managers? -- 14.3 AccountingIssues -- 14.4 Valuation -- 14.5 Backdating Scandals -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 15: Options on Stock Indices and Currencies -- 15.1 Options on Stock Indices -- 15.2 Currency Options -- 15.3 Options on Stocks Paying Known Dividend Yields -- 15.4 Valuation of European Stock Index Options -- 15.5 Valuation of European Currency Options -- 15.6 American Options -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 16: Futures Options -- 16.1 Nature of Futures Options -- 16.2 Reasons for the Popularity of Futures Options -- 16.3 European Spot and Futures Options -- 16.4 Put-Call Parity -- 16.5 Bounds for Futures Options -- 16.6 Valuation of Futures Options Using Binomial Trees -- 16.7 A Futures Price as an Asset Providing a Yield -- 16.8 Black's Model for Valuing Futures Options -- 16.9 Using Black's Model Instead of Black-Scholes-Merton -- 16.10 American Futures Options vs. American Spot Options -- 16.11 Futures-Style Options -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 17: The Greek Letters -- 17.1 Illustration -- 17.2 Naked and Covered Positions -- 17.3 A Stop-Loss Strategy -- 17.4 Delta Hedging -- 17.5 Theta -- 17.6 Gamma -- 17.7 Relationship Between Delta, Theta, and Gamma -- 17.8 Vega -- 17.9 Rho -- 17.10 The Realities of Hedging -- 17.11 Scenario Analysis -- 17.12 Extension of Formulas -- 17.13 Creating Options Synthetically for Portfolio Insurance. 17.14 Stock Market Volatility -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 18: Binomial Trees in Practice -- 18.1 The Binomial Model for a Non-Dividend-Paying Stock -- 18.2 Using the Binomial Tree for Options on Indices, Currencies, and Futures Contracts -- 18.3 The Binomial Model for a Dividend-Paying Stock -- 18.4 Extensions of the Basic Tree Approach -- 18.5 Alternative Procedure for Constructing Trees -- 18.6 Monte Carlo Simulation -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 19: Volatility Smiles -- 19.1 Foreign Currency Options -- 19.2 Equity Options -- 19.3 The Volatility Term Structure and Volatility Surfaces -- 19.4 When a Single Large Jump Is Anticipated -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Appendix: Why the Put Volatility Smile is the Same as the Call Volatility Smile -- Chapter 20: Value at Risk -- 20.1 The VaR Measure -- 20.2 Historical Simulation -- 20.3 Model-Building Approach -- 20.4 Generalization of Linear Model -- 20.5 Quadratic Model -- 20.6 Estimating Volatilities and Correlations -- 20.7 Comparison of Approaches -- 20.8 Stress Testing and Back Testing -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 21: InterestRateOptions -- 21.1 Exchange-Traded Interest Rate Options -- 21.2 Embedded Bond Options -- 21.3 Black's Model -- 21.4 European Bond Options -- 21.5 Interest Rate Caps -- 21.6 European Swap Options -- 21.7 Term Structure Models -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions -- Chapter 22: Exotic Options and Other Nonstandard Products -- 22.1 Exotic Options -- 22.2 Agency Mortgage-Backed Securities -- 22.3 Nonstandard Swaps -- Summary -- Further Reading -- Quiz -- Practice Questions -- Further Questions. Chapter 23: Credit Derivatives. |
| Record Nr. | UNINA-9910154929203321 |
Hull John <1946->
|
||
| Harlow, England : , : Pearson, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fundamentals of futures and options markets / / John C. Hull
| Fundamentals of futures and options markets / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Eighth edition, Global edition.] |
| Pubbl/distr/stampa | Harlow, England : , : Pearson, , [2014] |
| Descrizione fisica | 1 online resource (585 pages) |
| Disciplina | 332.645 |
| Collana | Always Learning |
| Soggetto topico |
Futures market
Options (Finance) Investment & securities |
| ISBN | 1-292-05637-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910154809503321 |
|
Hull John <1946->
|
||
| Harlow, England : , : Pearson, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Options, futures and other derivatives / / John C. Hull
| Options, futures and other derivatives / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [8th edition; global edition.] |
| Pubbl/distr/stampa | Boston : , : Pearson, , [2012] |
| Descrizione fisica | 1 online resource (871 pages) : illustrations |
| Disciplina | 332.645 |
| Soggetto topico |
Futures
Stock options Derivative securities |
| ISBN |
1-4479-3041-X
9780273759072 (pbk.) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Contents -- List of Business Snapshots -- List of Technical Notes -- Preface -- Chapter 1. Introduction -- 1.1 Exchange-traded markets -- 1.2 Over-the-counter markets -- 1.3 Forward contracts -- 1.4 Futures contracts -- 1.5 Options -- 1.6 Types of traders -- 1.7 Hedgers -- 1.8 Speculators -- 1.9 Arbitrageurs -- 1.10 Dangers -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 2. Mechanics of futures markets -- 2.1 Background -- 2.2 Specification of a futures contract -- 2.3 Convergence of futures price to spot price -- 2.4 The operation of margins -- 2.5 OTC markets -- 2.6 Market quotes -- 2.7 Delivery -- 2.8 Types of traders and types of orders -- 2.9 Regulation -- 2.10 Accounting and tax -- 2.11 Forward vs. futures contracts -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 3. Hedging strategies using futures -- 3.1 Basic principles -- 3.2 Arguments for and against hedging -- 3.3 Basis risk -- 3.4 Cross hedging -- 3.5 Stock index futures -- 3.6 Stack and roll -- Summary -- Further reading -- Practice questions -- Further questions -- Appendix: Capital asset pricing model -- Chapter 4. Interest rates -- 4.1 Types of rates -- 4.2 Measuring interest rates -- 4.3 Zero rates -- 4.4 Bond pricing -- 4.5 Determining Treasury zero rates -- 4.6 Forward rates -- 4.7 Forward rate agreements -- 4.8 Duration -- 4.9 Convexity -- 4.10 Theories of the term structure of interest rates -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 5. Determination of forward and futures prices -- 5.1 Investment assets vs. consumption assets -- 5.2 Short selling -- 5.3 Assumptions and notation -- 5.4 Forward price for an investment asset -- 5.5 Known income -- 5.6 Known yield -- 5.7 Valuing forward contracts -- 5.8 Are forward prices and futures prices equal?.
5.9 Futures prices of stock indices -- 5.10 Forward and futures contracts on currencies -- 5.11 Futures on commodities -- 5.12 The cost of carry -- 5.13 Delivery options -- 5.14 Futures prices and the expected future spot price -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 6. Interest rate futures -- 6.1 Day count and quotation conventions -- 6.2 Treasury bond futures -- 6.3 Eurodollar futures -- 6.4 Duration-based hedging strategies using futures -- 6.5 Hedging portfolios of assets and liabilities -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 7. Swaps -- 7.1 Mechanics of interest rate swaps -- 7.2 Day count issues -- 7.3 Confirmations -- 7.4 The comparative-advantage argument -- 7.5 The nature of swap rates -- 7.6 Determining the LIBOR/swap zero rates -- 7.7 Valuation of interest rate swaps -- 7.8 Overnight indexed swaps -- 7.9 Currency swaps -- 7.10 Valuation of currency swaps -- 7.11 Credit risk -- 7.12 Other types of swaps -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 8. Securitization and the Credit Crisis of 2007 -- 8.1 Securitization -- 8.2 The US housing market -- 8.3 What went wrong? -- 8.4 The aftermath -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 9. Mechanics of options markets -- 9.1 Types of options -- 9.2 Option positions -- 9.3 Underlying assets -- 9.4 Specification of stock options -- 9.5 Trading -- 9.6 Commissions -- 9.7 Margins -- 9.8 The options clearing corporation -- 9.9 Regulation -- 9.10 Taxation -- 9.11 Warrants, employee stock options, and convertibles -- 9.12 Over-the-counter markets -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 10. Properties of stock options -- 10.1 Factors affecting option prices -- 10.2 Assumptions and notation. 10.3 Upper and lower bounds for option prices -- 10.4 Put-call parity -- 10.5 Calls on a non-dividend-paying stock -- 10.6 Puts on a non-dividend-paying stock -- 10.7 Effect of dividends -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 11. Trading strategies involving options -- 11.1 Principal-protected notes -- 11.2 Trading an option and the underlying asset -- 11.3 Spreads -- 11.4 Combinations -- 11.5 Other payoffs -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 12. Binomial trees -- 12.1 A one-step binomial model and a no-arbitrage argument -- 12.2 Risk-neutral valuation -- 12.3 Two-step binomial trees -- 12.4 A put example -- 12.5 American options -- 12.6 Delta -- 12.7 Matching volatility with u and d -- 12.8 The binomial tree formulas -- 12.9 Increasing the number of steps -- 12.10 Using DerivaGem -- 12.11 Options on other assets -- Summary -- Further reading -- Practice questions -- Further questions -- Appendix: Derivation of the Black-Scholes-Merton option-pricing formula from a binomial tree -- Chapter 13. Wiener processes and Itô's lemma -- 13.1 The Markov property -- 13.2 Continuous-time stochastic processes -- 13.3 The process for a stock price -- 13.4 The parameters -- 13.5 Correlated processes -- 13.6 Itô's lemma -- 13.7 The lognormal property -- Summary -- Further reading -- Practice questions -- Further questions -- Appendix: Derivation of Itô's lemma -- Chapter 14. The Black-Scholes-Merton model -- 14.1 Lognormal property of stock prices -- 14.2 The distribution of the rate of return -- 14.3 The expected return -- 14.4 Volatility -- 14.5 The idea underlying the Black-Scholes-Merton differential equation -- 14.6 Derivation of the Black-Scholes-Merton differential equation -- 14.7 Risk-neutral valuation -- 14.8 Black-Scholes-Merton pricing formulas. 14.9 Cumulative normal distribution function -- 14.10 Warrants and employee stock options -- 14.11 Implied volatilities -- 14.12 Dividends -- Summary -- Further reading -- Practice questions -- Further questions -- Appendix: Proof of Black-Scholes-Merton formula using risk-neutral valuation -- Chapter 15. Employee stock options -- 15.1 Contractual arrangements -- 15.2 Do options align the interests of shareholders and managers? -- 15.3 Accounting issues -- 15.4 Valuation -- 15.5 Backdating scandals -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 16. Options on stock indices and currencies -- 16.1 Options on stock indices -- 16.2 Currency options -- 16.3 Options on stocks paying known dividend yields -- 16.4 Valuation of European stock index options -- 16.5 Valuation of European currency options -- 16.6 American options -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 17. Futures options -- 17.1 Nature of futures options -- 17.2 Reasons for the popularity of futures options -- 17.3 European spot and futures options -- 17.4 Put-call parity -- 17.5 Bounds for futures options -- 17.6 Valuation of futures options using binomial trees -- 17.7 Drift of a futures prices in a risk-neutral world -- 17.8 Black's model for valuing futures options -- 17.9 American futures options vs. American spot options -- 17.10 Futures-style options -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 18. The Greek letters -- 18.1 Illustration -- 18.2 Naked and covered positions -- 18.3 A stop-loss strategy -- 18.4 Delta hedging -- 18.5 Theta -- 18.6 Gamma -- 18.7 Relationship between delta, theta, and gamma -- 18.8 Vega -- 18.9 Rho -- 18.10 The realities of hedging -- 18.11 Scenario analysis -- 18.12 Extension of formulas -- 18.13 Portfolio insurance. 18.14 Stock market volatility -- Summary -- Further reading -- Practice questions -- Further questions -- Appendix: Taylor series expansions and hedge parameters -- Chapter 19. Volatility smiles -- 19.1 Why the volatility smile is the same for calls and puts -- 19.2 Foreign currency options -- 19.3 Equity options -- 19.4 Alternative ways of characterizing the volatility smile -- 19.5 The volatility term structure and volatility surfaces -- 19.6 Greek letters -- 19.7 The role of the model -- 19.8 When a single large jump is anticipated -- Summary -- Further reading -- Practice questions -- Further questions -- Appendix: Determining implied risk-neutral distributions from volatility smiles -- Chapter 20. Basic numerical procedures -- 20.1 Binomial trees -- 20.2 Using the binomial tree for options on indices, currencies, and futures contracts -- 20.3 Binomial model for a dividend-paying stock -- 20.4 Alternative procedures for constructing trees -- 20.5 Time-dependent parameters -- 20.6 Monte Carlo simulation -- 20.7 Variance reduction procedures -- 20.8 Finite difference methods -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 21. Value at risk -- 21.1 The VaR measure -- 21.2 Historical simulation -- 21.3 Model-building approach -- 21.4 Linear model -- 21.5 Quadratic model -- 21.6 Monte Carlo simulation -- 21.7 Comparison of approaches -- 21.8 Stress testing and back testing -- 21.9 Principal components analysis -- Summary -- Further reading -- Practice questions -- Further questions -- Chapter 22. Estimating volatilities and correlations -- 22.1 Estimating volatility -- 22.2 The exponentially weighted moving average model -- 22.3 The GARCH (1,1) model -- 22.4 Choosing between the models -- 22.5 Maximum likelihood methods -- 22.6 Using GARCH (1,1) to forecast future volatility -- 22.7 Correlations. 22.8 Application of EWMA to four-index example. |
| Record Nr. | UNINA-9910151651103321 |
|
Hull John <1946->
|
||
| Boston : , : Pearson, , [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management and financial institutions / / John C. Hull
| Risk management and financial institutions / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2018 |
| Descrizione fisica | 1 online resource (xxvii, 799 p.) : ill |
| Disciplina | 332.10681 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Risk management
Financial institutions - Management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-44816-6
1-119-44818-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910467545803321 |
|
Hull John <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management and financial institutions / / John C. Hull
| Risk management and financial institutions / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2018 |
| Descrizione fisica | 1 online resource (xxvii, 799 pages) : illustrations |
| Disciplina | 332.10681 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Financial institutions - Management
Risk management |
| ISBN |
1119448166
9781119448167 9781119448112 |
| Classificazione |
338.5
332.1068/1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910795954303321 |
|
Hull John <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management and financial institutions / / John C. Hull
| Risk management and financial institutions / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2018 |
| Descrizione fisica | 1 online resource (xxvii, 799 pages) : illustrations |
| Disciplina | 332.10681 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Financial institutions - Management
Risk management |
| ISBN |
1119448166
9781119448167 9781119448112 |
| Classificazione |
338.5
332.1068/1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910819614903321 |
|
Hull John <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management and financial institutions / / John C. Hull
| Risk management and financial institutions / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Fourth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (743 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Risk management
Financial institutions - Management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-95595-1
1-118-95596-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Business snapshots -- Preface -- Introduction -- Financial institutions and their trading -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Appendix a: compounding frequencies and interest rates -- Appendix b: zero rates, forward rates, and zero-coupon yield curves -- Appendix c: valuing forward and futures contracts -- Appendix d: valuing swaps -- Appendix e: valuing European options -- Appendix f: valuing american options -- Appendix g: Taylor series expansions -- Appendix h: eigenvectors and eigenvalues -- Appendix i: principal components analysis -- Appendix j: manipulation of credit transition matrices -- Appendix k: valuation of credit default swaps -- Appendix l: synthetic cdos and their valuation -- Answers to questions and problems -- Glossary of terms -- Derivagem software. |
| Record Nr. | UNINA-9910460160103321 |
|
Hull John <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management and financial institutions / / John C. Hull
| Risk management and financial institutions / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Fourth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (743 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Risk management
Financial institutions - Management |
| ISBN |
1-118-95595-1
1-118-95596-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Business snapshots -- Preface -- Introduction -- Financial institutions and their trading -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Appendix a: compounding frequencies and interest rates -- Appendix b: zero rates, forward rates, and zero-coupon yield curves -- Appendix c: valuing forward and futures contracts -- Appendix d: valuing swaps -- Appendix e: valuing European options -- Appendix f: valuing american options -- Appendix g: Taylor series expansions -- Appendix h: eigenvectors and eigenvalues -- Appendix i: principal components analysis -- Appendix j: manipulation of credit transition matrices -- Appendix k: valuation of credit default swaps -- Appendix l: synthetic cdos and their valuation -- Answers to questions and problems -- Glossary of terms -- Derivagem software. |
| Record Nr. | UNINA-9910796916403321 |
|
Hull John <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk management and financial institutions / / John C. Hull
| Risk management and financial institutions / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Fourth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (743 p.) |
| Disciplina | 332.1068/1 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Risk management
Financial institutions - Management |
| ISBN |
1-118-95595-1
1-118-95596-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Business snapshots -- Preface -- Introduction -- Financial institutions and their trading -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Appendix a: compounding frequencies and interest rates -- Appendix b: zero rates, forward rates, and zero-coupon yield curves -- Appendix c: valuing forward and futures contracts -- Appendix d: valuing swaps -- Appendix e: valuing European options -- Appendix f: valuing american options -- Appendix g: Taylor series expansions -- Appendix h: eigenvectors and eigenvalues -- Appendix i: principal components analysis -- Appendix j: manipulation of credit transition matrices -- Appendix k: valuation of credit default swaps -- Appendix l: synthetic cdos and their valuation -- Answers to questions and problems -- Glossary of terms -- Derivagem software. |
| Record Nr. | UNINA-9910812166103321 |
|
Hull John <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Students solutions manual & study guide for Fundamentals of futures and options markets / / John C. Hull
| Students solutions manual & study guide for Fundamentals of futures and options markets / / John C. Hull |
| Autore | Hull John <1946-> |
| Edizione | [Pearson new international edition, Eighth edition.] |
| Pubbl/distr/stampa | Harlow, England : , : Pearson, , [2014] |
| Descrizione fisica | 1 online resource (169 pages) : illustrations |
| Disciplina | 332.645 |
| Collana | Always Learning |
| Soggetto topico |
Futures market
Options (Finance) |
| ISBN | 1-292-05635-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Table of Contents -- Student's Solutions Manual and Study Guide for Introduction -- Student's Solutions Manual and Study Guide for Mechanics of Futures Markets -- Student's Solutions Manual and Study Guide for Hedging Strategies Using Futures -- Student's Solutions Manual and Study Guide for Interest Rates -- Student's Solutions Manual and Study Guide for Determination of Forward and Future Prices -- Student's Solutions Manual and Study Guide for Interest Rate Futures -- Student's Solutions Manual and Study Guide for Swaps -- Student's Solutions Manual and Study Guide for Securitization and the Credit Crisis of 2007 -- Student's Solutions Manual and Study Guide for Mechanics of Options Markets -- Student's Solutions Manual and Study Guide for Properties of Stock Options -- Student's Solutions Manual and Study Guide for Trading Strategies Involving Options -- Student's Solutions Manual and Study Guide for Introduction to Binomial Trees -- Student's Solutions Manual and Study Guide for Valuing Stock Options: The Black-Scholes-Merton Model -- Student's Solutions Manual and Study Guide for Employee Stock Options -- Student's Solutions Manual and Study Guide for Options on Stock Indices and Currencies -- Student's Solutions Manual and Study Guide for Futures Options -- Student's Solutions Manual and Study Guide for The Greek Letters -- Student's Solutions Manual and Study Guide for Binomial Trees in Practice -- Student's Solutions Manual and Study Guide for Volatility Smiles -- Student's Solutions Manual and Study Guide for Value at Risk -- Student's Solutions Manual and Study Guide for Interest Rate Options -- Student's Solutions Manual and Study Guide for Exotic Options and Other Nonstandard Products -- Student's Solutions Manual and Study Guide for Credit Derivatives -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- L -- M -- N.
O -- P -- Q -- R -- S -- T -- U -- V -- W -- Y. |
| Altri titoli varianti | Students solutions manual and study guide for Fundamentals of futures and options markets |
| Record Nr. | UNINA-9910154811503321 |
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Hull John <1946->
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| Harlow, England : , : Pearson, , [2014] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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