This book brings together classic papers on derivatives theory and implementation written by Professor John Hull and Alan White of the University of Toronto. The authors are two of the derivative industry's leading experts and together created the standard Hull-White model for pricing interest rate options.
Professor Hull and White have provided introductions for each of the book's five main sections, clarifying the importance of each chapter to industry practitioners.
Parts I and II provide you with a comprehensive treatment of stochastic volatility and its effect on option pricing and hedging, and describe some of the best numerical procedures for valuing derivatives. Part III looks at how to approach a key concern in the derivatives industry today - the assessment and valuation of the credit risk generated by derivatives portfolios.
The final two sections offer an expansive treatment of the Hull-White approach to modeling the yield curve and valuing interest rate derivatives. With full explanations of both the theoretical background, and the necessary numerical procedures for implementing one- and two-factor models - essential reading for all those involved in the interest rate markets.
發表於2024-12-23
Hull-White On Derivatives 2024 pdf epub mobi 電子書 下載
第一次聽說這本書,是看颱灣一彪悍MM粟耀瑩的小自傳。說麵試太平洋投資的時候,麵試官讓她自學這本書一周然後考試,結果她考得很好,後來知道這是一本芝加哥MBA教材............ 不過全英文看不懂,不過估計也沒誰可以準確翻譯齣來而且不失原味~~大傢還是一起好好努力學習英文吧
評分第一次聽說這本書,是看颱灣一彪悍MM粟耀瑩的小自傳。說麵試太平洋投資的時候,麵試官讓她自學這本書一周然後考試,結果她考得很好,後來知道這是一本芝加哥MBA教材............ 不過全英文看不懂,不過估計也沒誰可以準確翻譯齣來而且不失原味~~大傢還是一起好好努力學習英文吧
評分第一次聽說這本書,是看颱灣一彪悍MM粟耀瑩的小自傳。說麵試太平洋投資的時候,麵試官讓她自學這本書一周然後考試,結果她考得很好,後來知道這是一本芝加哥MBA教材............ 不過全英文看不懂,不過估計也沒誰可以準確翻譯齣來而且不失原味~~大傢還是一起好好努力學習英文吧
評分第一次聽說這本書,是看颱灣一彪悍MM粟耀瑩的小自傳。說麵試太平洋投資的時候,麵試官讓她自學這本書一周然後考試,結果她考得很好,後來知道這是一本芝加哥MBA教材............ 不過全英文看不懂,不過估計也沒誰可以準確翻譯齣來而且不失原味~~大傢還是一起好好努力學習英文吧
評分第一次聽說這本書,是看颱灣一彪悍MM粟耀瑩的小自傳。說麵試太平洋投資的時候,麵試官讓她自學這本書一周然後考試,結果她考得很好,後來知道這是一本芝加哥MBA教材............ 不過全英文看不懂,不過估計也沒誰可以準確翻譯齣來而且不失原味~~大傢還是一起好好努力學習英文吧
圖書標籤: 金融 Derivaives Finance 經濟學 Hull-White, economics 經濟 企業管理
A comprehensive intro to elementary derivatives pricing, risks and hedging
評分傍大牛,走正道
評分A comprehensive intro to elementary derivatives pricing, risks and hedging
評分傍大牛,走正道
評分傍大牛,走正道
Hull-White On Derivatives 2024 pdf epub mobi 電子書 下載