Options, Futures and Other Derivatives 7th John Hull.pdf - raudys.com PDF
Preview Options, Futures and Other Derivatives 7th John Hull.pdf - raudys.com
SEVENTH EDITION OPTIONS, FUTURES, AND OTHER DERIVATIVES SEVENTH EDITION OPTIONS, FUTURES, AND OTHER DERIVATIVES oho C. Hull Maple Fivancio) Grong Professor uf Derisattres anal Risk Management Joseph L, Rovoua Schook af Management Univerily of Toronto PRARSOR FUUCATION IRTERRATIONAL Agus Par hn Heit ‘anil Dict: Sa Yaga tay Che Dents Can Pvc Delon Magpie Seem Asda Eater: May Kite Mey Matos Mange Andy Wets Maskcg Ania: Jo Goi ‘mins Pit Sage: Chic Mra Ser angi Ee ls Lele Procin Poet Menger: Cal Sane Soir Ost: Spi: Ard De (pers Spat Wiha Khin ‘Coupee: The Geamsis Pe gr Biader: Beaon Ping Copy ‘oes skannlnfeea See oles on and pc th ain ite, p09 JEU ag a et. ¥ sou pant tk i th nad Sas cr Camda yu she ye WE as en Siggy pte ha he ayn fhe Pas oti Ari. appa £009, 26, 21,210, 97 by Pee Eta, Up Sue Rt, en Tg, Pease Pn Ha, lights sas, Ped a oe Und Saf Anoean. Ts passion 8 uct p Copyright ad perc bold orice om te pa eo ay prio pods, eo teal en oman sy bn yey many, toi, reminel,pracepyigroclago eee, Por rman acme pms). tw Right te: Heiss Dep, ean aie at dst af Pac FEblt, os. Peel i eget Pan ls Yanks Y's age eamack oF spn Bevan, Peatc Eluaton Ti, Lancen eareaEiarion Non As i, Hers Ke, ‘uate Eatin Sieghpon Pi: Lid Peron Gemtin de Ma, SA. de CX. Perna Edo, Can, Ie, ‘Peaea Gt Melua Re. Lid esion Esti pan Prana Bhan. Upp Sela Rize, Ne Tones emeen Eanoien Atala PTY, Lice ation wysses4a7 Poot | forternrste. a) BONA DSA To Michelle CONTENTS IN BRIEF List of Business Sunpshas List of Tesiical Note. Prefs Tetsaduetion . Meesnis of Civaes mache, Hedging strategic using fours, Totes rates Determination of formant and furs prices Interest eae ft, Sage. Medhanita of options marke Properliss of stock pions ‘Trading suatogiss imvalny UPtOMS wos Binaries ‘Wiener processes and [16 lerzna. ‘The Black~Sebol-Meclon model Derivates rrarkets in developing coats, Options on stock indies and eusencas ones sipions. ‘oe Grock cts, Volatility smias i. asic muerical praoedees Valu: at rise Exinating volaltis and corcaons, Cea ik Cee daisies Exotic options. y. ‘Wether, energy, and irsucance divas. ‘More on models and sumerica procedure. Mactinyales and meses Incest cate corsa: the eandaed rrke: odes Convey, timing, and guano edjushnents Inoreszale deivotwes; models of the short rate. JTnieost rate derivases: HIM anil LM. Swaps Revisited, Real eptions Decivatives mishaps tod what we 2a lag Fe TBE vs Glossary of uss DerivaGiers sefiwese ‘Major sbieges trading furs and options Tfles for (8) . Author inde. Soja inde, Chapter 1. Caper 2. Conger 3. Contents “Us of Basins Suapton.. {is of Tcl. Pee si Intwéncton vm 1 i Bxchangeaded ark t U2 Overchecmnler nares 3 13 Hoan ener. 3 14 Fates coovare ‘ 15° Opting 6 La Tye of tacos 5 The iw Li Speen h 13 Abita, ie Lie Dangers Ti Summary té Father ding i | Questions ard peobioms : te Aste 88008 ss a ‘Mechanics of futures ue 21 Bakyronnd 32 Speciation of a ftoreseoote, 23 Convergence of Satu pice to sot peice. By 2A Dally serecraen and rrnging % 25) Newspaper quote. H 24 Delivery cy 2.7 “Types of undes and typ of ex. so 28 Regulation % 29° Accounting ad wx er 20 Forward ws, fares coats » Suara. Porter iadiug Quetons end proble Assigament quesions Hedging smoegies ung futures. 31 Bass principles ee : 5 32 Arguscns for aud agnnst beige er) LA Basis, wn van sl Bd Chass being M Contents s a Slack idx Fosse Bolling th hedge Soran SOME nen Further eadng ‘Quutions and problens Assguent uelions ‘Aspeadx: Ftoof of tre mioimum extiaoe hedge aio forma Chap 4. 42. Meavarng ines atts. 43° Ze iles 44 Boud pricing... 43° Detéomining Treasury ao cate. 56 Forvanl nies 83 Forwand ul ogremeats 58 Duron 49 Gowetiy n 1G. Theories ofthe teem strctae af ite ras, Sumcnury Foner ruding, Queens and provioms, Ansigament questions Chapter. Determination offrsard and utes rise, Tveimeat asters, constmption ats Shut slg “Assamplions and notation. ave grce for an noesmen ae Kagrn income Kau sil 7 Valuing formard mics S38 A foward ples and Toure price agul™ 59 aturs prices of ook inves, S10 Forward and Situs cont 30 cuss 31! utoes on semmoe S12 The cos of cay. SUB Delivery opios. S14 isures prices andthe engcted “rare sat nie Sunray barter acing, Quesioos and problems Assignment ques, ‘Snperdin: Proof that “oreard and flusa pees ae equal when inset I age SOMA m6 Chapter 0, Interest ae fates ‘Day sone aué quotes onoentons. “Teas bons Sunes url fre Drraoa-bscd bodgng sates using Tues Hedaiag porttoloe of ass mud lies Suminary Fete reading, Ghomtets in Questions ga rubles Sssgoreat questions Ghapee 3. Sips Ti Mesbasss of itesest ate sage 32 Day vount issues 53. Confrmntion, The ompaaeudvantye argument The nator of sp rates, Dereomizing the LIBOR swap 290 Tes ‘Yuluacion of interes te sep Currey soups luting of ciency sass Croc ek, 21 Ger tes of swaps Summary Further readiog Questions and robles Asignnent qusion. (Camper 8, Mechanics of options markets 81 Type of opdoas, 82 Option pastcns 83 Underlying axel. BA Speciizacon of sock options 45° Trading 46 Coxmisioas, AT Marge BB The aptios ceasing corpastion AD Regeation. 430, Tamti. EL arrns, cape ck opions, ard venvenibls BIE Omprdieconncr marke Sunnass Further eadiog Questions and roblens Asignen qucticny (Chapter 8. Properties of stock options 8.1 actors aevtiog optor. pies 92 Astungtions and rotation 9.2 Upper und lower bods for option pis $4 Potcl party 3.3. exc: calls sn @ nondividend-potig sock. ‘6 Bavly exer puts gn a ponividené-payng ook Blea af dividends Friar reading Questions and prablens. Asiganau: questions ang ops. 1.1 Strmegie mss a single option anc a sto 102 Spreses 13 Combiatios Chapisr 10. Chapter 1. Chaps 12 Chapter 13, Contents Ce ee a Summary a voces 3 Further reading. ee he Quasi and preblens soe BA Assigenent quia. on BS Blaouial tes TLL A onestep binomial mode unl n-arbicge vogue 12 Risereutal vehtion 1.3 Twoutepbiaomial es 114 A put esample, HCE American upton. 116 Data, Maiching volaity with « and d TLS lneseaing the mutex oF sips, : TL3 Options on her asl a Sumtzecy Hunks: ead Questins and pobles Assignment queso. oer psec Te au. The Mackow propesty 22 Continuoutie stockastie OSE 20 Ths procs fora stosk pre 124 The parame 123 hs irom. 126 The logeamnallsopert Sumsuasy Eatier reading Qusioas and problens. Assam queuio, Appeuli: Destin uf 1s Jemma ‘he Bloek-Setoles-Merun ail [BLL Eogucrel property of stock pots a 132 Tae erbatiog ofthe ra of wet. 9 133 The expected tun 20 Li4 Valaay. ae 135 The de wade te Back Scholes Meron difeeuia egotion, 285 26 Derivation of cie Hlck-Schols-Mrton ditreaial oquatio. a 32 Riskercozal valuation . 28 TRE DackScholes ericing fonaas. BL 133 Cumulative nocmal acbution fumeoo cy 1.10) Waren end empinye sack options 2 TEAL Waplid volutes. TLE Dividends Semmasy Furr reading Questions und prablens Assignment questions. “Appsodue Proof of he Black-Scholes Mert samula
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