Options, Futures, and Other Derivatives (4th Edition)

Hull, John C.

ISBN 10: 0130224448 / ISBN 13: 9780130224446

Editore: Prentice Hall, 2000

Riguardo questo articolo

The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing.

Codice articolo BSM.QC0J

Dati bibliografici

• Titolo: Options, Futures, and Other Derivatives (4th Edition)
• Editore: Prentice Hall
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0130224448
• ISBN 13: 9780130224446
• Rilegatura: Rilegato
• Condizione: good

Descrizione articolo

Riassunto

This fourth edition provides a unifying approach to the valuation of all derivatives not just futures and options and includes new chapters on value at risk and estimating volatilities and correlations. Hull (Joseph L. Rotman School of Management, U. of Toronto) assumes that the reader has taken introductory courses in finance and probability and statistics. The disk includes Excel-based software called DerivaGem which can be used to calculate options prices, imply volatilities, and calculate Greek letters for options and interest rate derivatives. For graduate and advanced undergraduate elective courses in business, economics, and financial engineering. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Dalla quarta di copertina

One of the exciting developments in finance over the last 20 years has been the growth of derivatives markets. In many situations, both hedgers and speculators find it more attractive to trade a derivative on an asset than to trade the asset itself. Some derivatives are traded on exchanges. Others are traded by financial institutions, fund managers, and corporations in the over-the-counter market, or added to new issues of debt and equity securities. Much of this book is concerned with the valuation of derivatives. The aim is to present a unifying framework within all derivatives-not just options or futures-can be valued.