Solutions manual options, futures and other derivatives:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Upper Saddle River, NJ
Pearson
2015
|
| Ausgabe: | 9. ed. |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027581387&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Erg. zu: Hull, John C.: Options, futures and other derivatives |
| Umfang: | V, 256 S. |
| ISBN: | 0133457419 |
Internformat
MARC
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|---|---|---|---|
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| 003 | DE-604 | ||
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| 245 | 1 | 0 | |a Solutions manual options, futures and other derivatives |c John C. Hull |
| 246 | 1 | 3 | |a Student solutions manual for options, futures and other derivatives |
| 250 | |a 9. ed. | ||
| 264 | 1 | |a Upper Saddle River, NJ |b Pearson |c 2015 | |
| 300 | |a V, 256 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Erg. zu: Hull, John C.: Options, futures and other derivatives | ||
| 650 | 4 | |a Derivative securities / Problems, exercises, etc | |
| 650 | 4 | |a Derivative securities |v Problems, exercises, etc | |
| 650 | 4 | |a Futures |v Problems, exercises, etc | |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0002 WIR 170f 2016 B 2692(9) 0102 WIR 170f 2017 B 1385(9) |
|---|---|
| DE-BY-TUM_katkey | 2236754 |
| DE-BY-TUM_location | 00 01 |
| DE-BY-TUM_media_number | 040008719171 040008017547 040008177813 |
| _version_ | 1824079657096445952 |
| adam_text | Contents
Preface
Chapter
1
Introduction
1
Chapter
2
Mechanics of Futures Markets
10
Chapter
3
Hedging Strategies Using Futures
16
Chapter
4
Interest Rates
22
Chapter
5
Determination of Forward and Futures Prices
30
Chapter
6
Interest Rate Futures
39
Chapter
7
Swaps
46
Chapter
8
Securitization and the Credit Crisis of
2007 55
Chapter
9
OIS
Discounting, Credit Issues, and Funding Costs
58
Chapter
10
Mechanics of Options Markets
61
Chapter
11
Properties of Stock Options
69
Chapter
12
Trading Strategies Involving Options
76
Chapter
13
Binomial Trees
83
Chapter
14
Wiener Processes and
Itô s
Lemma
93
Chapter
15
The Black-Scholes-Merton Model
100
Chapter
16
Employee Stock Options
114
Chapter
17
Options on Stock Indices and Currencies
117
Chapter
18
Futures Options
127
Chapter
19
The Greek Letters
135
Chapter
20
Volatility Smiles
147
Chapter
21
Basic Numerical Procedures
154
Chapter
22
Value at Risk
169
Chapter
23
Estimating Volatilities and Correlations
174
Chapter
24
Credit Risk
180
Chapter
25
Credit Derivatives
188
Chapter
26
Exotic Options
195
Chapter
27
More on Models and Numerical Procedures
203
Chapter
28
Martingales and Measures
213
Chapter
29
Interest Rate Derivatives: The Standard Market Models
220
Chapter
30
Convexity, Timing, and
Quanto
Adjustments
227
Chapter
31
Interest Rate Derivatives: Models of the Short Rate
233
Chapter
32
HJM, LMM, and Multiple Zero Curves
242
Chapter
33
Swaps Revisited
247
Chapter
34
Energy and Commodity Derivatives
250
Chapter
35
Real Options
254
III
|
| any_adam_object | 1 |
| author | Hull, John 1946- |
| author_GND | (DE-588)109733290 |
| author_facet | Hull, John 1946- |
| author_role | aut |
| author_sort | Hull, John 1946- |
| author_variant | j h jh |
| building | Verbundindex |
| bvnumber | BV042141424 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3 |
| callnumber-search | HG6024.A3 |
| callnumber-sort | HG 46024 A3 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 660 QP 620 SK 980 |
| classification_tum | WIR 175f WIR 170f |
| ctrlnum | (OCoLC)897233395 (DE-599)HBZHT018256468 |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 9. ed. |
| format | Book |
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| id | DE-604.BV042141424 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:03:17Z |
| institution | BVB |
| isbn | 0133457419 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027581387 |
| oclc_num | 897233395 |
| open_access_boolean | |
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| owner_facet | DE-473 DE-BY-UBG DE-11 DE-634 DE-91 DE-BY-TUM DE-91G DE-BY-TUM |
| physical | V, 256 S. |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Pearson |
| record_format | marc |
| spellingShingle | Hull, John 1946- Solutions manual options, futures and other derivatives Derivative securities / Problems, exercises, etc Derivative securities Problems, exercises, etc Futures Problems, exercises, etc Stock options Problems, exercises, etc Optionsgeschäft (DE-588)4043670-6 gnd Termingeschäft (DE-588)4117190-1 gnd Optionsmarkt (DE-588)4381644-7 gnd Financial Futures (DE-588)4128564-5 gnd Optionshandel (DE-588)4126185-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4043670-6 (DE-588)4117190-1 (DE-588)4381644-7 (DE-588)4128564-5 (DE-588)4126185-9 (DE-588)4381572-8 |
| title | Solutions manual options, futures and other derivatives |
| title_alt | Student solutions manual for options, futures and other derivatives |
| title_auth | Solutions manual options, futures and other derivatives |
| title_exact_search | Solutions manual options, futures and other derivatives |
| title_full | Solutions manual options, futures and other derivatives John C. Hull |
| title_fullStr | Solutions manual options, futures and other derivatives John C. Hull |
| title_full_unstemmed | Solutions manual options, futures and other derivatives John C. Hull |
| title_short | Solutions manual options, futures and other derivatives |
| title_sort | solutions manual options futures and other derivatives |
| topic | Derivative securities / Problems, exercises, etc Derivative securities Problems, exercises, etc Futures Problems, exercises, etc Stock options Problems, exercises, etc Optionsgeschäft (DE-588)4043670-6 gnd Termingeschäft (DE-588)4117190-1 gnd Optionsmarkt (DE-588)4381644-7 gnd Financial Futures (DE-588)4128564-5 gnd Optionshandel (DE-588)4126185-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Derivative securities / Problems, exercises, etc Derivative securities Problems, exercises, etc Futures Problems, exercises, etc Stock options Problems, exercises, etc Optionsgeschäft Termingeschäft Optionsmarkt Financial Futures Optionshandel Derivat Wertpapier |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027581387&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT hulljohn solutionsmanualoptionsfuturesandotherderivatives AT hulljohn studentsolutionsmanualforoptionsfuturesandotherderivatives |
Inhaltsverzeichnis
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Teilbibliothek Stammgelände
| Signatur: |
0002 WIR 170f 2016 B 2692(9)
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |
| Exemplar 2 | Ausleihbar Am Standort |
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 WIR 170f 2017 B 1385(9)
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Ausgeliehen – Rückgabe bis: 25.03.2025 |