JOHN C. HULL

Acompaña CD-ROM. Introducción a los Mercados de futuros y opciones es un curso a nivel licenciatura y postgrado. Ha sido preparado de forma modular para que se pueda adaptar al plan de estudio de cualquier instituto; ademas es de gran utilidad para profesionales que deseen mejorar su comprension de los mercados de futuros. - Ofrece informacion sobre el uso de arboles binomiales para opciones sobre indices, divisas y futuros. - Analiza con detalle el uso del modelo de Black como una alternativa al modelo Balck-Scholes. - Explica las letras griegas a traves de opciones sobre una accion que no paga dividendos. - Utiliza dos tipos de cuadros para destacar el material: uno para las panoramicas de negocios, y otro para los ejemplos numericos. Asimismo, incluye material adicional sobre fondos de cobertura y diferentes tipos de swaps.

For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets.Practitioners refer to it as the bible; in the university and college marketplace its the best seller; and now its been revised and updated to cover the industrys hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in todays derivatives markets.This program provides a better teaching and learning experiencefor you and your students. Heres how:- NEW! Available with a new version of DerivaGem softwareincluding two Excel applications, the Options Calculator and the Applications Builder- Bridges the gap between theory and practicea best-selling college text, and considered the bible by practitioners, it provides the latest information in the industry- Provides the right balance of mathematical sophisticationcareful attention to mathematics and notation- Offers outstanding ancillaries toround out the high quality of the teaching and learning package

EL RECONOCIDO LIBRO INTRODUCCIÓN A LOS MERCADOS DE FUTUROS Y OPCIONES PRESENTA UNA VISIÓN GENERAL, ACCESIBLE Y AMIGABLE SOBRE EL TEMA, YA QUE NO REQUIERE UTILIZAR CÁLCULO. AL PRESENTAR UNA AMPLIA VARIEDAD DE EJEMPLOS NUMERICOS Y DE SITUACIONES DE LA VIDA REAL, EL TEXTO GUIA EFICAZMENTE AL LECTOR A TRAVES DEL MATERIAL, AL TIEMPO QUE AYUDA A PREPARARSE PARA EL MUNDO LABORAL.

Finanzas

How do you bring real world scenarios into your course? Or would you like to? Business Snapshots (about 60 in total, found in almost all chapters) - Carefully thought out and integrated into the main material in chapters. *Describe real world situations and interesting issues that are highlighted to illustrate points being made throughout the text. Completely revised chapters on credit risk and credit derivatives (Ch 20 and 21) - Reflects market developments. *Makes these chapters in this edition more straightforward and easier to teach. Opening six chapters have been replaced by seven chapters that cover forward, futures, and swaps in a more student-friendly way. *The main change here is that the chapter on interest rates has been split into two chapters, one devoted to the math involving interest rates, the other to interest rate futures contracts and how they are used in hedging, which will be easier for students to grasp. More discussion of how models can be implemented in Excel - Monte Carlo simulation in Chapter 17, GARCH models in Chapter 19, and the variance-gamma model in Chapter 24.*Includes examples in the book and Excel spreadsheets on Web site to illustrate applications. A series of Technical Notes - Available on the author's Web site to accompany the book. *Creates a streamlined and more student friendly presentation by including less purely technical material in the book. Separate chapter on Convexity, Timing, and Quanto adjustments. *Affords succinct and targeted coverage of these concepts for deeper coverage students need. New topics *For example, the size of derivatives markets is discussed in Chapter 1, Basel II is discussed in Chapter 20, and the variance-gamma model is covered in Chapter 24. More in-depth coverage *For example, convexity adjustments to Eurodollar futures in Chapter 5, copula models in Chapters 20 and 21, and executive stock options in Chapters 8 and 13