Options, Futures, and Other Derivatives pdf epub mobi txt 电子书 下载 2025
- 金融
- finance
- 量化
- 金融工程
- 经济学
- 教材
- trading
- Quant
- 金融工程
- 期权
- 期货
- 衍生品
- 投资
- 风险管理
- 金融市场
- 定量金融
- 投资策略
- 金融建模
具体描述
For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets
Practitioners refer to it as “the bible;” in the university and college marketplace it’s the best seller; and now it’s been revised and updated to cover the industry’s hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today’s derivatives markets.
作者简介
Maple Financial Chair in Derivatives and Risk Management
目录信息
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. Securitization and the Credit Crisis of 2007
9. OIS Discounting, Credit Issues, and Funding Costs
10. Mechanics of Options Markets
11. Properties of Stock Options
12. Trading Strategies Involving Options
13. Binomial Trees
14. Wiener Processes and Ito’s Lemma
15. The Black-Scholes-Merton Model
16. Employee Stock Options
17. Options on Stock Indices and Currencies
18. Options on Futures
19. Greek Letters
20. Volatility Smiles
21. Basic Numerical Procedures
22. Value at Risk
23. Estimating Volatilities and Correlations for Risk Management
24. Credit Risk
25. Credit Derivatives
26. Exotic Options
27. More on Models and Numerical Procedures
28. Martingales and Measures
29. Interest Rate Derivatives: The Standard Market Models
30. Convexity, Timing and Quanto Adjustments
31. Interest Rate Derivatives: Models of the Short Rate
32. HJM, LMM, and Multiple Zero Curves
33. Swaps Revisited
34. Energy and Commodity Derivatives
35. Real Options
36. Derivatives Mishaps and What We Can Learn from Them
Glossary of Terms
DerivaGem Software
Major Exchanges Trading Futures and Options
Table for N(x) when x≤ 0
Table for N(x) when x≥0
Author index
Subject index
· · · · · · (收起)
读后感
经典就不用说了，基本上讲衍生品的入门课都会以此书作为教材。 优点是比较直观，有不少实际操作的细节在里面，另外也比较体面地回避了复杂的数学，B-S之前的内容都还算容易。 B-S之后的数学比较多，要回避是不可能的，但学起来还成。Ito Lemma是用泰勒展开的方法推导的，不严...
评分"进入一个5年期的互换交易，收入现金流为LIBOR，支出现金流为5年期互换利率“ 原文为 "Enter into a swap to exchange the LIBOR income for the 5-year swap rate." 意思是 用之前的得到LIBOR利率去交换互换利率。翻译把收入支出搞反了 图7-8 里的 ”估计日期“ 应为 "定...
评分七七八八看了许多lecture notes和翻wikipedia等等，几年后终于有时间看看原书，真是惊为天人，通俗易懂但有不失严谨，每章内容相当稳定地好。 口碑不是靠广告，是靠口口相传的。 错过误终生，如果你要做金融的话，不管是具体哪个行业。就连商业银行，可能读了以后也能有些用...
评分这书太深奥，我也是刚刚开始接触这些东西。不过我是在长沙弘业期货公司跟他们学，看书有点纸上谈兵的感觉，真正去跟着他们摆弄了才理解深刻。 后来他们给我做模拟盘，有兴趣可以加我qq交流下1410002635。
评分用户评价
Bible啊
评分内容挺丰富，但并不是很细致。适合用来构建框架，还可以用来当枕头。
评分说实话，这真的是相当不错的教科书了！
评分买过最贵的一本教科书，但确实是很重要的一本专业书。
评分每一次看都会有新的发现
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