期权期货及其衍生品 第七版英文版 约翰赫尔

CONTENTS IN BRIEF
List of Business Snapshots ......................................................................... xvii
List of Technical Notes ............................................................................. xviii
Preface ....................................................................................................... xix
1. Introduction .................................................................................................. }
2. Mechanics of futures markets ....................................................................... 21
3. Hedging strategies using futures .................................................................... 45
4. Interest rates ........................... ~ ...................................................... .' ............ 73
5. Deteimination of forward and futures prices ................................................. 99
6. Interest ·rate futures .................................................................................... 129
7. Swaps ....................................................................................................... 147
8. Mechanics of options markets .............................................. ! ..................... 179
9. Properties of stock options ......................................................................... 201
10. Trading strategies involving options ........... ,, ................ _. .............................. 219
11. Binomial trees ........................................................................................... 23 7
12. Wiener processes and Ito's lemma ............................................................... 259
13. The Black -Scholes- Merton model ............................................................. 277
14. Derivatives markets in developing countries ................................... ; ............. 311
15. Options on stock indices and currencies .................................... , ................. 317
16. Futures options ......................................................................................... 333
17. The Greek letters ....................................................................................... 349
18. Volatility smiles ......................................................................................... 381
19. Basic numerical procedures ........................................................................ 399
20. Value at risk ............................................................................................. 443
21. Estimating volatilities and correlations ......................................................... 469
22. Credit risk ................................................................................................ 489
23. Credit derivatives ....................................................................................... 517
24. Exotic options ........................................................................................... 547
25. Weather, energy, and insurance derivatives .................................................. 573
26. More on models and numerical procedures .................................................. 583
27. Martingales and measures .......................................................................... 615
28. Interest rate derivatives: the standard market models .................................... 639
29. Convexity, timing, and quanto adjustments ................................................. 659
30. Interest rate derivatives: models of the short rate .......................................... 673
31. Interest rate derivatives: HJM and LMM .................................................... 703
32. Swaps Revisited ......................................................................................... 721
33. Real options ............................................................................................. 737
34. Derivatives mishaps and what we can learn from them ................................. 753
Glossary of tenns ...................................................................................... 765
DerivaGem software .................................................................................. 785
Major exchanges trading futures and options ............................................... 791
Tables for N(x) ......................................................................................... 792
Author index ............................................................................................. 795
Subject index ............................................................................................. 799
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