Hull, John C. 1946 - creator text us Boston Prentice Hall 2012 8th ed. monographic eng

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xxi, 841 p. Chapter 1. Introduction; Chapter 2. Mechanics of futures markets; Chapter 3. Hedging strategies using futures; Chapter 4. Interest rates; Chapter 5. Determination of forward and futures prices; Chapter 6. Interest rate futures; Chapter 7. Swaps; Chapter 8. Securitization and the Credit Crisis of 2007; Chapter 9. Mechanics of options markets; Chapter 10. Properties of stock options; Chapter 11. Trading strategies involving options; Chapter 12. Binomial trees; Chapter 13. Wiener processes and Itô's lemma; Chapter 14. The Black-Scholes-Merton model; Chapter 15. Employer stock options; Chapter 16. Options on stock indices and currencies; Chapter 17. Futures options;; Chapter 18. The Greek letters Chapter 19. Volatility smiles; Chapter 20. Basic numerical procedures; Chapter 21. Value at risk; Chapter 22. Estimating volatilities and correlations; Chapter 23. Credit risk; Chapter 24. Credit derivatives; Chapter 25. Exotic options; Chapter 26. More on models and numerical procedures; Chapter 27. Martingales and measures; Chapter 28. Interest rate derivatives: the standard market models; Chapter 29. Convexity, timing, and quanto adjustments; Chapter 30. Interest rate derivatives: models of the short rate; Chapter 31. Interest rate derivatives: HJM and LMM; Chapter 32. Swaps revisited; Chapter 33. Energy and commodity derivatives; Chapter 34. Real options; Chapter 35. Derivatives mishaps and what we can learn from them. John C. Hull. Includes author index; Cd: Software DerivaGem, version 2.01. Includes bibliographical references; MERCADO DE FUTUROS INTERES [FINANZAS] 332.632 H913 8a ed. 9780132164948 0132165112 (Cd) clsautm 140630 20251007100312.0 32772