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内容简介

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.
Designed to bridge the gap between theory and practice, this highly successful book is regarded is the standard reference on trading floors and in academic classrooms throughout the world.
(This International Markets Edition of Hull is selling into Middle East, Africa, South Africa and Eastern Europe - if you are not in these regions please refer to the following ISBN: 9780136015864)

作者简介

John Hull lectures at the Joseph L. Rotman School of Management from the University of Toronto. --This text refers to an out of print or unavailable edition of this title.

目　　录

1. Introduction
2. Mechanics of Futures Markets
3. Hedging Strategies Using Futures
4. Interest Rates
5. Determination of Forward and Futures Prices
6. Interest Rate Futures
7. Swaps
8. Mechanics of Options Markets
9. Properties of Stock Options
10. Trading Strategies Involving Options
11. Binomial Trees
12. Wiener Processes and Ito’s Lemma
13. The Black-Scholes-Merton Model
14. Derivatives Markets in Developing Countries

1. Introduction 2. Mechanics of Futures Markets 3. Hedging Strategies Using Futures 4. Interest Rates 5. Determination of Forward and Futures Prices 6. Interest Rate Futures 7. Swaps 8. Mechanics of Options Markets 9. Properties of Stock Options 10. Trading Strategies Involving Options 11. Binomial Trees 12. Wiener Processes and Ito’s Lemma 13. The Black-Scholes-Merton Model 14. Derivatives Markets in Developing Countries 15. Options on Stock Indices and Currencies 16. Options on Futures 17. Greek Letters 18. Volatility Smiles 19. Basic Numerical Procedures 20. Value at Risk 21. Estimating Volatilities and Correlations for Risk Management 22. Credit Risk 23. Credit Derivatives 24. Exotic Options 25. Insurance, Weather, and Energy Derivatives 26. More on Models and Numerical Procedures 27. Martingales and Measures 28. Interest Rate Derivatives: The Standard Market Models 29. Convexity, Timing and Quanto Adjustments 30. Interest Rate Derivatives: Models of the Short Rate 31. Interest Rate Derivatives: HJM and LMM 32. Swaps Revisited 33. Real Options 34. Derivatives Mishaps and What We Can Learn from Them

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