Introduction to Futures and Options Markets - Tapa dura

Hull, John C.

 
9780131229617: Introduction to Futures and Options Markets
Tapa dura
ISBN 10: 0131229613 ISBN 13: 9780131229617
Editorial: Pearson, 1994

Sinopsis

This introduction to futures and options markets is ideal for those with limited background in mathematics.

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Reseña del editor

This introduction to futures and options markets is ideal for those with limited background in mathematics.

Reseña del editor

This introduction to futures and options markets is ideal for readers with limited backgrounds in mathematics.

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.

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Editorial
Pearson
Año de publicación
1994
Idioma
Inglés
ISBN 10 
0131229613
ISBN 13 
9780131229617
Encuadernación
Tapa dura
Número de páginas
400
Contacto del fabricante
no disponible
Persona responsable
Riccardo Bacigalupo
riccardo.bacigalupo@sanoma.it

Sanoma Italia Via Arconati, 1 �
Milano
20135
Italia

Otras ediciones populares con el mismo título

9780138891480: Introduction to Futures and Options Markets: United States Edition

Edición Destacada

ISBN 10:  0138891486 ISBN 13:  9780138891480
Editorial: Pearson, 1997
Tapa dura