Презентация по книге John C. Hull. Fundamentals of futures and
options markets. 4е издание, 2001г. 418 стр.
Краткое изложение книги Джана Халла "Основы фьючерсных и опционных рынков" - в виде презентации.
Introduction.
Mechanics of futures and forward markets.
Determination of forward and futures prices.
Hedging strategies using futures.
Interest rate markets.
Swaps.
Mechanics of options markets.
Properties of stock option markets.
Trading strategies involving options.
Introduction to binominal trees.
Valuing stock options: the Black-Scholes model.
Options on stock indeces and currencies.
Futures options.
Volatility smiles.
The greek letters.
Value at risk.
Valuation using binominal trees.
Interest rate options.
Exotic options and other non standard products.
Credit, weather, energy and insurance derivatives.
Derivatives Mishaps and what we can lea from them.
Краткое изложение книги Джана Халла "Основы фьючерсных и опционных рынков" - в виде презентации.
Introduction.
Mechanics of futures and forward markets.
Determination of forward and futures prices.
Hedging strategies using futures.
Interest rate markets.
Swaps.
Mechanics of options markets.
Properties of stock option markets.
Trading strategies involving options.
Introduction to binominal trees.
Valuing stock options: the Black-Scholes model.
Options on stock indeces and currencies.
Futures options.
Volatility smiles.
The greek letters.
Value at risk.
Valuation using binominal trees.
Interest rate options.
Exotic options and other non standard products.
Credit, weather, energy and insurance derivatives.
Derivatives Mishaps and what we can lea from them.