Importo totale (1 articolo articoli):
Destinazione ordine:
prentice hall international auflage 7 pap cdr 28 juni 2008 (2 risultati)
Hai cercato:
Casa editrice:
prentice hall international auflage 7 pap cdr 28 juni 2008
Modificare la ricerca
Vai alla pagina principale dei risultati di ricerca
Tipo di articolo
- Tutti gli articoli
- Libri (2)
- Riviste e Giornali
- Fumetti
- Spartiti
- Arte, Stampe e Poster
- Fotografie
- Mappe
-
Manoscritti e
Collezionismo cartaceo
Condizioni
- Tutte
- Nuovi
- Antichi o usati
Legatura
- Tutte
- Rilegato
- Brossura
Ulteriori caratteristiche
- Prima edizione
- Copia autografata
- Sovraccoperta
- Con foto
- No print on demand
Paese del venditore
Valutazione venditore
-
Edizione InternazionaleOptions, Futures, and Other Derivatives with Derivagem CD [Gebundene Ausgabe] von John C. Hull (Autor)
Editore: Prentice Hall International Auflage: 7 Pap/Cdr (28. Juni 2008), 2008
ISBN 10: 0136015867ISBN 13: 9780136015864
Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Germania
Valutazione venditore:
Libro Edizione Internazionale
Softcover. Condizione: gut. Auflage: 7 Pap/Cdr (28. Juni 2008). This best seller represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives, not just futures and options. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed. For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics and mathematics departments. Also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analysed. Features and Benefits - A new chapter on value at risk. - A new chapter on estimating volatility and correlation. - GARCH models covered in much more detailed than in the previous edition. - Two chapters on no-arbitrage models of the term structure. - Explains the role played by martingales and measures in the valuation of derivatives. - Revised Ch. 20 on the use of the standard market models for valuing interest rate derivatives. - Coverage of two-factor Markou models and the BMG model. - Saleable Solutions Manual. - Chapter on Credit Risk has been rewritten to reflect developments in this important area. - Chapter on Interest Rates and Duration has been revamped. - More material on volatility smiles and related topics. - Improved and simplified notation-Cumbersome T-t no longer appears in most parts of book. - New Excel-based DerivaGem software dramatically improved, this software lets users calculate options prices; imply volatilities; calculate Greek letters for European options, American options, exotic options, and interest rate derivatives; value interest rate derivatives using either Black's model or a no-arbitrage model; display binomial trees and various charts. Options, Futures, and Other Derivatives, International Edition John C. Hull financial engineering risk management trading rooms DerivaGem Swaps HJM LMM Convexity Martingales Correlations Volatilities Prentice Hall International In englischer Sprache. 744 pages. 25,2 x 20 x 3,4 cm.
-
Edizione Internazionale
Options, Futures, and Other Derivatives with Derivagem CD [Gebundene Ausgabe] von John C. Hull (Autor)
Editore: Prentice Hall International Auflage: 7 Pap/Cdr (28. Juni 2008), 2008
ISBN 10: 0135045320ISBN 13: 9780135045329
Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Germania
Valutazione venditore:
Libro Edizione Internazionale
Softcover. Condizione: gut. Auflage: 7 Pap/Cdr (28. Juni 2008). Options, Futures, and Other Derivatives, International Edition John C. Hull financial engineering risk management trading rooms DerivaGem Swaps HJM LMM Convexity Martingales Correlations Volatilities Prentice Hall International In englischer Sprache. 744 pages. 25,2 x 20 x 3,4 cm.
