出版時間:1998 出版社:華夏出版社 作者:John C. HULL 頁數(shù):572
Tag標(biāo)簽:無
內(nèi)容概要
本書適用于商學(xué)和經(jīng)濟(jì)學(xué)研究生和高年級本科生選修課。對那些想獲得如何分析衍生證券實(shí)際知識的實(shí)際工作者來說,本書也適合。 ……
書籍目錄
INTRODUCTIONFUTURES MARKETS AND THE USE OF FUTURES FOR HEDGINGFORWARD AND FUTURES PRICESINTEREST RATE FUTURES SWAPSOPTIONS MARKETSPROPERTIES OF STOCK OPTION PRICES INTRODUCTION TO BINOMIAL TREESMODEL OF THE BEHAVIOR OF STOCK PRICESTHE BLACK-SCHOLES ANALYSISOPTIONS ON STOCK INDICES,CURRENCIES,AND FUTURES CONTRACTS GENERAL APPROACH TO PRICING DERIVATIVES THE MANAGEMENT OF MARKET RISK NUMERICAL PROCEDURESINTEREST RATE DERIVATIVES AND THE USE OF BLACK'S MODELINTEREST RATE DERIVATIVES AND MODELS OF THE YIELD CURVEEXOTIC OPTIONSALTERNATIVES TO BLACK-SCHOLES FOR OPTION PRICING CREDIT RISK AND REGULATORY CAPITALREVIEW OF KEY CONCEPTS
圖書封面
圖書標(biāo)簽Tags
無
評論、評分、閱讀與下載