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" Options, futures, and other derivatives "
John C. Hull.
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BL
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| Record Number
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786306
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b606321
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| Main Entry
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John C. Hull.
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| Title & Author
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Options, futures, and other derivatives\ John C. Hull.
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| Edition Statement
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7th ed
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| Publication Statement
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Upper Saddle River N.J.: Pearson / Prentice-Hall, 2009
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xxii, 814 : Illustrationen
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| ISBN
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0135009944
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: 9780135009949
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| Notes
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Accompanied by CD-ROM entitled DerivaGem software.
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| Contents
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1. Introduction2. Mechanics of Futures Markets3. Hedging Strategies Using Futures4. Interest Rates5. Determination of Forward and Futures Prices6. Interest Rate Futures7. Swaps8. Mechanics of Options Markets9. Properties of Stock Options10. Trading Strategies Involving Options11. Binomial Trees12. Wiener Processes and Ito's Lemma13. The Black-Scholes-Merton Model14. Derivatives Markets in Developing Countries15. Options on Stock Indices and Currencies16. Options on Futures17. Greek Letters18. Volatility Smiles19. Basic Numerical Procedures20. Value at Risk21. Estimating Volatilities and Correlations for Risk Management22. Credit Risk23. Credit Derivatives24. Exotic Options25. Insurance, Weather, and Energy Derivatives26. More on Models and Numerical Procedures27. Martingales and Measures28. Interest Rate Derivatives: The Standard Market Models29. Convexity, Timing and Quanto Adjustments30. Interest Rate Derivatives: Models of the Short Rate31. Interest Rate Derivatives: HJM and LMM32. Swaps Revisited33. Real Options34. Derivatives Mishaps and What We Can Learn from ThemGlossary of TermsDerivaGem SoftwareMajor Exchanges Trading Futures and OptionsTable for N(x) when x= 0Table for N(x) when x=0Author indexSubject index
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| Abstract
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Updated and revised to reflect the most current information, this introduction to futures and options markets is ideal for those with a limited background in mathematics. Based on Hull's Options, Futures and Other Derivatives, one of the best-selling books on Wall Street, this book presents an accessible overview of the topic without the use of calculus. Packed with numerical samples and accounts of real-life situations, the Fifth Edition effectively guides readers through the material while providing them with a host of tangible examples. For professionals with a career in futures and options markets, financial engineering and/or risk management.
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| Subject
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Specifiche forme di investimento. Titoli, beni immobili, merci
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John C Hull
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