Usted se encuentra revisando un registro bibliográfico de la BDU Para conocer mas sobre la Base de Datos Unificada haga click en el ícono del home

Titulos:
Options, futures & other derivatives / John C. Hull
Idiomas:
eng
ISBN:
0130224448
Lugar de Edición:
Upper Saddle River:
Editor:
Prentice-Hall,
Fecha de Edición:
c2000
Edición #:
4th ed.
Notas Formateada:
Chapter 1: Introduction -- Chapter 2: Futures markets and the use of futures for hedging -- Chapter 3: Forward and futures prices -- Chapter 4: Interest rates and duration -- 5: Swaps -- 6: Options markets -- Chapter 7: Properties of stock option prices -- Chapter 8: Trading strategies involving options -- Chapter 9: Introduction to binomial trees -- Chapter 10: Model of the behavior of stock prices -- Chapter 11: The black-scholes model -- Chapter 12: Options on stock indices, currencies, and futures -- Chapter 13: The greek letters -- Chapter 14: Value at risk -- Chapter 15: Estimating volatilities and correlations -- Chapter 16: Numerical procedures -- Chapter 17: Volatility smiles and alternatives to black-scholes -- Chapter 18: Exotic options -- Chapter 19: Extensions of the theoretical framework for princing derivatives: martingales and measures -- Chapter 20: Interest rate derivatives: the standard market models -- Chapter 21: Interest rate derivatives: models of the short rate -- Chapter 22: Interest rate derivatives: more advanced models -- Chapter 23: Credit risk
Palabras clave:
MERCADO DE FUTUROS; OPCIONES; FINANZAS

Leader:
cam
Campo 003:
AR-BaIT
Campo 008:
220601t2000t xxu|||||||||||||||||eng||
Campo 020:
^a0130224448
Campo 040:
^aITBA^cITBA
Campo 041:
0 ^aeng
Campo 100:
1 ^aHull, John C.^98374
Campo 245:
10^aOptions, futures & other derivatives /^cJohn C. Hull
Campo 246:
Campo 250:
^a4th ed.
Campo 260:
^aUpper Saddle River:^bPrentice-Hall,^cc2000
Campo 300:
^axix, 698 p.
Campo 505:
0 ^aChapter 1: Introduction -- Chapter 2: Futures markets and the use of futures for hedging -- Chapter 3: Forward and futures prices -- Chapter 4: Interest rates and duration -- 5: Swaps -- 6: Options markets -- Chapter 7: Properties of stock option prices -- Chapter 8: Trading strategies involving options -- Chapter 9: Introduction to binomial trees -- Chapter 10: Model of the behavior of stock prices -- Chapter 11: The black-scholes model -- Chapter 12: Options on stock indices, currencies, and futures -- Chapter 13: The greek letters -- Chapter 14: Value at risk -- Chapter 15: Estimating volatilities and correlations -- Chapter 16: Numerical procedures -- Chapter 17: Volatility smiles and alternatives to black-scholes -- Chapter 18: Exotic options -- Chapter 19: Extensions of the theoretical framework for princing derivatives: martingales and measures -- Chapter 20: Interest rate derivatives: the standard market models -- Chapter 21: Interest rate derivatives: models of the short rate -- Chapter 22: Interest rate derivatives: more advanced models -- Chapter 23: Credit risk
Campo 650:
4^9908^aMERCADO DE FUTUROS
Campo 650:
4^919462^aOPCIONES
Campo 650:
4^9580^aFINANZAS
Proveniencia:
^aInstituto Tecnológico Buenos Aires (ITBA) - Biblioteca
Seleccionar y guardar el registro Haga click en el botón del carrito
Institucion:
Instituto Tecnológico Buenos Aires (ITBA)
Dependencia:
Biblioteca

Compartir este registro en Redes Sociales

Seleccionar y guardar el registro Haga click en el botón del carrito