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Fundamentals of Futures and Options Markets 7/e

作者：Hull
原價：NT$ 1,020

ISBN：9780135095171
版次：7
年份：2011
出版商：Pearson Education

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內容介紹本書特色目錄

Description
Based on Hull's Options, Futures and Other Derivatives-the seventh edition of Fundamentals of Futures and Options Markets presents an accessible and student-friendly overview of the topic without the use of calculus. Packed with numerical examples and accounts of real-life situations, this text effectively guides students through the material while helping them prepare for the working world.

The seventh edition addresses and analyzes the impact of the current financial crisis.

Features

Present the basics: Material that's accessible for beginners. Fundamentals of Futures and Options Markets covers the core material addressed in Hull's Options, Futures and Other Derivatives but does so in a way that's easier for undergraduate students to understand. So whether it's your first day of college or you're a tenured professor, this book is on your level.

Offer the latest software: DerivaGem version 1.54 is included with this book. Version 1.54 of DerivaGem allows credit derivatives to be valued, is compatible with Macs and Windows, and consists of two Excel applications:

The Options Calculator consists of easy-to-use software for valuing a wide range of options.

The Applications Builder consists of a number of Excel functions from which users can build their own applications. It includes a number of sample applications, enables students to explore the properties of options and numerical procedures more easily, and allows for additional assignments to be designed.

New to This Edition

New Chapter! Derivatives Markets in Developing Countries looking at the progress in derivatives markets

Encourage self-assessment and practice: End-of-chapter quizzes and problems. Students will be able to assess their knowledge with the seven quiz questions found at the end of each chapter (excluding the final chapter). This text also contains about 300 Practice Questions and over 100 Further Questions.

Many new end-of-chapter problems have been added to this edition.

Keep it current: New and improved material. In an effort to update the material and improve the presentation, many new changes have been made to the seventh edition including two new chapters:

Chapter 8: Securitization and the Credit Crisis of 2007

Chapter 14.Derivatives markets in developing countries

Table of Contents
Chapter 1. Introduction
Chapter 2. Mechanics of Futures Markets
Chapter 3. Hedging Strategies Using Futures
Chapter 4. Interest Rates
Chapter 5. Determination of Forward and Futures Prices
Chapter 6. Interest Rate Futures
Chapter 7. Swaps
Chapter 8. Securitization and the Credit Crisis of 2007
Chapter 9. Mechanics of Options Markets
Chapter 10. Properties of Stock Options
Chapter 11. Trading Strategies Involving Options
Chapter 12. Introduction to Binomial Trees
Chapter 13. Valuing Stock Options: The Black-Scholes-Merton Model
Chapter 14.Derivatives markets in developing countries
Chapter 15. Options on Stock Indices and Currencies
Chapter 16. Futures Options
Chapter 17. The Greek Letters
Chapter 18. Binomial Trees in Practice
Chapter 19. Volatility Smiles
Chapter 20. Value at Risk
Chapter 21. Interest-Rate Options
Chapter 22. Exotic Options and Other NonStandard Products
Chapter 23. Credit Derivatives
Chapter 24. Weather, Energy, and Insurance Derivatives
Chapter 25. Derivatives mishaps and What We Can Learn From Them

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