Verfügbarkeit: Options, futures, and other derivative securities

Options, futures, and other derivative securities:

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Bibliographische Detailangaben
Vorheriger Titel:	Hull. John C. Options, futures, and other derivatives
Beteilige Person:	Hull, John 1946- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Englewood Cliffs, New Jersey Prentice Hall 1993
Ausgabe:	second edition
Schlagwörter:	Geschichte 1800-1900 Marchés à terme Opties Options d'achat d'actions Pronósticos Termijnhandel Futures Stock options Derivative securities Financial Futures Behörde Optionshandel Terminhandel Termingeschäft Optionsmarkt Derivat > Wertpapier Optionspreistheorie Wissenschaftlicher Ausschuss Optionsgeschäft Russland
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005827519&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	xix, 492 Seiten Diagramme
ISBN:	0136390145

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Datensatz im Suchindex

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adam_text	Titel: Options, futures, and other derivative securities Autor: Hull, John Jahr: 1993 Contents PREFACE xvli INTRODUCTION 1 1.1 Forward Contracts 2 1.2 Futures Contracts 3 1.3 Options 5 1.4 Other Derivative Securities 9 1.5 Types of Traders 12 1.6 Summary 14 Questions and Problems 15 vii viii Contents 2 FUTURES MARKETS AND THE USE OF FUTURES FOR HEDGING 18 2.1 Trading Futures Contracts 18 2.2 The Specification of the Futures Contract 19 2.3 The Operation of Margins 22 2.4 Newspaper Quotes 27 2.5 Convergence of Futures Price to Spot Price 32 2.6 Cash Settlement 33 2.7 Hedging Using Futures 33 2.8 Optimal Hedge Ratio 37 2.9 Rolling the Hedge Forward 39 2.10 Summary 40 Suggestions for Further Reading 42 Questions and Problems 42 3 FORWARD AND FUTURES PRICES 45 3.1 Some Preliminaries 46 3.2 Forward Contracts on a Security that Provides No Income 51 3.3 Forward Contracts on a Security that Provides a Known Cash Income 53 3.4 Forward Contracts on a Security that Provides a Known Dividend Yield 54 3.5 A General Result 55 3.6 Forward Prices versus Futures Prices 56 3.7 Stock Index Futures 57 3.8 Forward and Futures Contracts on Currencies 63 3.9 Futures on Commodities 65 3.10 The Cost of Carry 69 3.11 Delivery Options 69 3.12 Futures Prices and the Expected Future Spot Price 70 3.13 Summary 72 Suggestions for Further Reading 74 Contents ix Questions and Problems 75 Appendix 3A: A Proof that Forward and Futures Prices Are Equal When Interest Rates Are Constant 78 4 INTEREST RATE FUTURES 80 4.1 Some Preliminaries 81 4.2 Treasury Bond and Treasury Note Futures 88 4.3 Treasury Bill Futures 94 4.4 Eurodollar Futures 98 4.5 Duration 99 4.6 Duration-Based Hedging Strategies 101 4.7 Limitations of Duration 103 4.8 Summary 105 Suggestions for Further Reading 106 Questions and Problems 106 5 SWAPS ^ 111 5.1 Mechanics of Interest Rate Swaps 111 5.2 Valuation of Interest Rate Swaps 118 5.3 Currency Swaps 123 5.4 Valuation of Currency Swaps 126 5.5 Other Swaps 128 5.6 Credit Risk 129 5.7 Summary 131 Suggestions for Further Reading 132 Questions and Problems 132 6 OPTIONS MARKETS 136 6.1 Exchange-Traded Options 136 6.2 Over-the-Counter Options 138 6.3 Specification of Stock Options 138 6.4 Newspaper Quotes 142 6.5 Trading 144 x Contents 6.6 Margins 145 6.7 The Options Clearing Corporation 147 6.8 Warrants and Convertibles 148 6.9 Summary 149 Suggestions for Further Reading 149 Questions and Problems 150 7 PROPERTIES OF STOCK OPTION PRICES 151 7.1 Factors Affecting Option Prices 151 7.2 Assumptions and Notation 153 7.3 Upper and Lower Bounds for Option Prices 154 7.4 Early Exercise: Calls on a Non-Dividend-Paying Stock 158 7.5 Early Exercise: Puts on a Non-Dividend-Paying Stock 160 7.6 Put-Call Parity 163 7.7 Effect of Dividends 166 7.8 Empirical Research 167 7.9 Summary 169 Suggestions for Further Reading 170 Questions and Problems 170 8 TRADING STRATEGIES INVOLVING OPTIONS 173 8.1 Strategies Involving a Single Option and a Stock 173 8.2 Spreads 175 8.3 Combinations 183 8.4 Other Payoffs 184 8.5 Summary 187 Suggestions for Further Reading 188 Questions and Problems 188 9 A MODEL OF THE BEHAVIOR OF STOCK PRICES 190 9.1 The Markov Property 191 9.2 Wiener Processes 192 Contents xi 9.3 The Process for Stock Prices 196 9.4 A Review of the Model 198 9.5 The Parameters 200 9.6 A Binomial Model 201 9.7 Summary 204 Suggestions for Further Reading 204 Questions and Problems 205 10 THE BLACK-SCHOLES ANALYSIS 207 10.1 Ito sLemma 208 10.2 The Lognormal Property of Stock Prices 210 10.3 The Distribution of the Rate of Return 212 10.4 Estimating Volatility from Historical Data 214 10.5 Option Valuation Using a Simple Binomial Model 217 10.6 Concepts Underlying the Black-Scholes Differential Equation 218 10.7 Derivation of the Black-Scholes Differential Equation 219 10.8 Risk-Neutral Valuation 218 10.9 The Black-Scholes Pricing Formulas 224 10.10 The Cumulative Normal Distribution Function 226 10.11 Wanants Issued by a Company on Its Own Stock 228 10.12 Implied Volatilities 229 10.13 The Causes of Volatility 230 10.14 Dividends 232 10.15 Summary 237 Suggestions for Further Reading 238 Questions and Problems 239 Appendix 10A: Derivation of Ito s Lemma 243 Appendix 10B: An Exact Procedure for Calculating the Values of American Calls on Dividend-Paying Stocks 244 xii Contents 11 OPTIONS ON STOCK INDICES, CURRENCIES, AND FUTURES CONTRACTS 247 11.1 Options on Stocks Paying Known Dividend Yields 247 11.2 Options on Stock Indices 249 11.3 Currency Options 255 11.4 Futures Options 258 11.5 Summary 265 Suggestions for Further Reading 267 Questions and Problems 267 Appendix 11 A: Derivation of Differential Equation Satisfied by a Derivative Security Dependent on a Stock Paying a Continuous Dividend Yield 270 Appendix IIB: Derivation of Differential Equation Satisfied by a Derivative Security Dependent on a Futures Price 271 12 A GENERAL APPROACH TO PRICING DERIVATIVE SECURITIES 274 12.1 A Single Underlying Variable 274 12.2 Interest-Rate Risk 278 12.3 Securities Dependent on Several State Variables 279 12.4 Derivative Securities Dependent on Commodity Prices 282 12.5 Cross-Currency Futures and Options 284 12.6 Summary 287 Suggestions for Further Reading 288 Questions and Problems 288 Appendix 12A: A Generalization of Ito s Lemma 290 Appendix 12B: Derivation of the General Differential Equation Satisfied by Derivative Securities 291 Contents xiii 13 HEDGING POSITIONS IN OPTIONS AND OTHER DERIVATIVE SECURITIES 295 13.1 An Example 295 13.2 Naked and Covered Positions 295 13.3 A Stop-Loss Strategy 296 13.4 More Sophisticated Hedging Schemes 298 13.5 Delta Hedging 298 13.6 Theta 307 13.7 Gamma 310 13.8 The Relationship between Delta, Theta, and Gamma 314 13.9 Vega 315 13.10 Rho 317 13.11 Hedging Option Portfolios in Practice 318 13.12 Portfolio Insurance 318 13.13 Summary 323 Suggestions for Further Reading 324 Questions and Problems 325 Appendix 13A: Taylor Series Expansions and Hedge Parameters 327 14 NUMERICAL PROCEDURES 329 14.1 Monte Carlo Simulation 329 14.2 Binomial Trees 335 14.3 Using the Binomial Tree for Options on Indices, Currencies, and Futures Contracts 343 14.4 The Binomial Model for a Dividend-Paying Stock 345 14.5 Extensions to the Basic Tree Approach 348 14.6 Avoiding Negative Probabilities 351 14.7 Finite Difference Methods 352 14.8 Analytic Approximations in Option Pricing 362 14.9 Summary 362 Suggestions for Further Reading 363 xiv Contents Questions and Problems 364 Appendix 14A: The Analytic Approximation to American Option Prices of MacMiUlan, and Barone-Adesi and Whaley 367 15 INTEREST RATE DERIVATIVE SECURITIES 370 15.1 Exchange-Traded Bond Options 370 15.2 Embedded Bond Options 371 15.3 Mortgage-backed Securities 372 15.4 Swaptions 372 15.5 Interest Rate Caps 373 15.6 Simple Approaches to Valuing Bond Options 378 15.7 Limitations of Simple Models 383 15.8 Traditional Approach Used by Researchers to Model the Term Structure 383 15.9 The Rendleman and Bartter Model 385 15.10 Mean Reversion 388 15.11 The Vasicek Model 390 15.12 The Cox, Ingersoll, and Ross Model 396 15.13 Two-Factor Models 397 15.14 No-Arbitrage Models 398 15.15 The Heath, Jarrow, and Morton Approach 401 15.16 The Ho and Lee Model 403 15.17 The Hull and White Model 404 15.18 Hedging 408 15.19 Summary 409 Suggestions for Further Reading 410 Questions and Problems 411 16 EXOTIC OPTIONS 414 16.1 Types of Exotic Options 415 16.2 Basic Valuation Tools 425 16.3 American Path-Dependent Options 426 16.4 Options on Two Correlated Assets 428 Contents xv 16.5 Hedging Issues 430 16.6 Summary 430 Suggestions for Further Reading 431 Questions and Problems 432 17 ALTERNATIVES TO BLACK-SCHOLES FOR OPTION PRICING 434 17.1 Known Changes in the Interest Rate and Volatility 435 17.2 Merton s Stochastic Interest Rate Model 435 17.3 Pricing Biases 436 17.4 Alternative Models 439 17.5 Overview of Pricing Biases 444 17.6 Empirical Research 445 17.7 How the Models Are Used in Practice 448 17.8 Summary 448 Suggestions for Further Reading 449 Questions and Problems 451 Appendix 17A: Pricing Formulas for Alternative Models 452 18 CREDIT RISK 455 18.1 The Nature of the Exposure 456 18.2 Contracts that Are Unambiguously Assets 459 18.3 Contracts that Can Be Assets or Liabilities 461 18.4 The BIS Capital Requirements 464 18.5 Reducing Default Risk 466 18.6 Summary 467 Suggestions for Further Reading 467 Questions and Problems 468 19 REVIEW OF KEY CONCEPTS 469 19.1 Riskless Hedges 469 **i Contents 19.2 Traded Securities versus Other Underlying Variables 470 19.3 Risk-Neutral Valuation 470 19.4 A Final Word 471 TABLE FOR N{X) WHEN X 0 473 TABLE FOR N(X) WHEN X 0 474 WORLD EXCHANGES 475 GLOSSARY OF NOTATION 476 AUTHOR INDEX 481 SUBJECT INDEX 484
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geographic	Russland (DE-588)4076899-5 gnd
geographic_facet	Russland
id	DE-604.BV008808315
illustrated	Not Illustrated
indexdate	2024-12-20T09:27:22Z
institution	BVB
isbn	0136390145
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-005827519
oclc_num	26261445
open_access_boolean
owner	DE-29T DE-N2 DE-91G DE-BY-TUM DE-20 DE-83 DE-11 DE-188
owner_facet	DE-29T DE-N2 DE-91G DE-BY-TUM DE-20 DE-83 DE-11 DE-188
physical	xix, 492 Seiten Diagramme
publishDate	1993
publishDateSearch	1993
publishDateSort	1993
publisher	Prentice Hall
record_format	marc
spellingShingle	Hull, John 1946- Options, futures, and other derivative securities Marchés à terme Opties gtt Options d'achat d'actions Pronósticos Termijnhandel gtt Futures Stock options Derivative securities Financial Futures (DE-588)4128564-5 gnd Behörde (DE-588)4005298-9 gnd Optionshandel (DE-588)4126185-9 gnd Terminhandel (DE-588)4059499-3 gnd Termingeschäft (DE-588)4117190-1 gnd Optionsmarkt (DE-588)4381644-7 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Wissenschaftlicher Ausschuss (DE-588)4659913-7 gnd Optionsgeschäft (DE-588)4043670-6 gnd
subject_GND	(DE-588)4128564-5 (DE-588)4005298-9 (DE-588)4126185-9 (DE-588)4059499-3 (DE-588)4117190-1 (DE-588)4381644-7 (DE-588)4381572-8 (DE-588)4135346-8 (DE-588)4659913-7 (DE-588)4043670-6 (DE-588)4076899-5
title	Options, futures, and other derivative securities
title_auth	Options, futures, and other derivative securities
title_exact_search	Options, futures, and other derivative securities
title_full	Options, futures, and other derivative securities John Hull
title_fullStr	Options, futures, and other derivative securities John Hull
title_full_unstemmed	Options, futures, and other derivative securities John Hull
title_old	Hull. John C. Options, futures, and other derivatives
title_short	Options, futures, and other derivative securities
title_sort	options futures and other derivative securities
topic	Marchés à terme Opties gtt Options d'achat d'actions Pronósticos Termijnhandel gtt Futures Stock options Derivative securities Financial Futures (DE-588)4128564-5 gnd Behörde (DE-588)4005298-9 gnd Optionshandel (DE-588)4126185-9 gnd Terminhandel (DE-588)4059499-3 gnd Termingeschäft (DE-588)4117190-1 gnd Optionsmarkt (DE-588)4381644-7 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Optionspreistheorie (DE-588)4135346-8 gnd Wissenschaftlicher Ausschuss (DE-588)4659913-7 gnd Optionsgeschäft (DE-588)4043670-6 gnd
topic_facet	Marchés à terme Opties Options d'achat d'actions Pronósticos Termijnhandel Futures Stock options Derivative securities Financial Futures Behörde Optionshandel Terminhandel Termingeschäft Optionsmarkt Derivat Wertpapier Optionspreistheorie Wissenschaftlicher Ausschuss Optionsgeschäft Russland
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005827519&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT hulljohn optionsfuturesandotherderivativesecurities

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