John Hull 8ed 的 Technical Note

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2011-11-1 19:14:45 上传

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John Hull  期权期货与其他衍生品 第八版 的 Technical Note
给出了书中没有给出的证明，推导等，

本帖隐藏的内容

目录：
1. Convexity Adjustments to Eurodollar Futures
2. Properties of the Lognormal Distribution
3. Warrant Valuation When Value of Equity plus Warrants Is Lognormal
4. Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend
5. Calculation of the Cumulative Probability in a Bivariate Normal Distribution
6. Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield
7. Differential Equation for Price of a Derivative on a Futures Price
8. Analytic Approximation for Valuing American Options
9. Generalized Tree Building Procedure
10. The Cornish-Fisher Expansion to Estimate VaR
11. Manipulation of Credit Transition Matrices
12. Calculation of Cumulative Non-Central Chi Square Distribution
13. Efficient Procedure for Valuing American-Style Lookback Options
14. The Hull-White Two-Factor Model
15. Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model
16. Construction of an Interest Rate Tree with Nonconstant Time Steps and Nonconstant Parameters
17. The Process for the Short Rate in an HJM Term Structure Model
18. Valuation of a Compounding Swap
19. Valuation of an Equity Swap
20. Changing the Market Price of Risk for Variables That Are Not the Prices of Traded Securities
21. Hermite Polynomials and Their Use for Integration
22. Valuation of a Variance Swap
23. The Black, Derman, Toy Model
24. Proof that Forward and Futures Prices Are Equal When Interest Rates Are Constant
25. A Cash Flow Mapping Procedure
26. A Binomial Measure of Credit Correlation
27. Calculation of Moments for Valuing Asian Options
28. Calculation of Moments for Valuing Basket Options
29. Proof of Extensions to Ito's Lemma
30. The Return for a Security Dependent on Multiple Sources of Uncertainty

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关键词：Technical John Hull hull note John 衍生品

Thank you very much!!

好资料吧

我喜欢

thanks for sharing

非常感谢啊！！

It's free on John Hull's webpage.

http://www.rotman.utoronto.ca/~hull/TechnicalNotes/index.html

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thx for sharing!

好东西 学习下