Options, futures and other derivatives financial instruments
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The book is dedicated to the markets of derivatives and risk management. Thanks to the extremely wide coverage of the material and a thoughtful style of presentation, it became a table book of traders and the most popular college textbook. A balanced combination of severity and accessibility does not require any a priori knowledge about options, futures contracts, swaps and other derivatives.
The new chapter includes a new chapter on the securitization and credit crisis of 2007, discussion of centralized clearing, the risk of liquidity and indexed swap overpatches, a more detailed description of energy and other commodity derivatives, an alternative conclusion of the Black-Sholza-Merston formula using binomial trees , an application dedicated to the model of assessing the value of capital, examples demonstrating the calculation of risky value according to real data, new material about notes with the protection of invested capital, explosive and closed options, spasmodic processes and applications of percentage rates of Vasichek and CIR.
For the successful development of students, the primary knowledge of finance, probability theory and mathematical statistics are enough. The book will be useful to teachers, students, researchers, exchange analysts, financiers and all those who work in the financial market.
Study derivative financial instruments for a book that has become a desktop directory for practitioners and the most popular textbook for students.
A number of innovations were made in the eighth edition.
A new chapter on securitization and credit crisis of 2007.
Discussion of centralized clearing, risk of liquidity and indexed swap overwood
A more detailed description of energy and other commodity derivatives
Alternative output of the Black show-sculpton formula using binomial trees
The application dedicated to the model Assessments of the cost of capital
Examples demonstrating the calculation of risky value according to real data
new material about notes with protection of invested capital, explosive and closed options, spasmodic processes and applications of Vasichek interest rates and CIR /> to the book to the book The version 2.01 of the widely recognized Derivagem program is attached, which can be downloaded from the author’s website. It contains many improvements. The program is greatly simplified because *.dll files are excluded from it. Now it covers credit derivatives. Access to the source code of functions is open. In addition, the functions can now be used in combination with the Open Office program for users of the Mac and Linux operating systems.
About the author
John K. Hull - professor in derivatives and risk management of the financial group Maple (the Joseph L. Rotman management school) at the University of Toronto.
8th edition
The new chapter includes a new chapter on the securitization and credit crisis of 2007, discussion of centralized clearing, the risk of liquidity and indexed swap overpatches, a more detailed description of energy and other commodity derivatives, an alternative conclusion of the Black-Sholza-Merston formula using binomial trees , an application dedicated to the model of assessing the value of capital, examples demonstrating the calculation of risky value according to real data, new material about notes with the protection of invested capital, explosive and closed options, spasmodic processes and applications of percentage rates of Vasichek and CIR.
For the successful development of students, the primary knowledge of finance, probability theory and mathematical statistics are enough. The book will be useful to teachers, students, researchers, exchange analysts, financiers and all those who work in the financial market.
Study derivative financial instruments for a book that has become a desktop directory for practitioners and the most popular textbook for students.
A number of innovations were made in the eighth edition.
A new chapter on securitization and credit crisis of 2007.
Discussion of centralized clearing, risk of liquidity and indexed swap overwood
A more detailed description of energy and other commodity derivatives
Alternative output of the Black show-sculpton formula using binomial trees
The application dedicated to the model Assessments of the cost of capital
Examples demonstrating the calculation of risky value according to real data
new material about notes with protection of invested capital, explosive and closed options, spasmodic processes and applications of Vasichek interest rates and CIR /> to the book to the book The version 2.01 of the widely recognized Derivagem program is attached, which can be downloaded from the author’s website. It contains many improvements. The program is greatly simplified because *.dll files are excluded from it. Now it covers credit derivatives. Access to the source code of functions is open. In addition, the functions can now be used in combination with the Open Office program for users of the Mac and Linux operating systems.
About the author
John K. Hull - professor in derivatives and risk management of the financial group Maple (the Joseph L. Rotman management school) at the University of Toronto.
8th edition
Author:
Author:Hull John K.
Cover:
Cover:Hard
Category:
- Category:Business & Money
ISBN:
ISBN:978-5-907144-35-4
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