Options, futures and other derivatives /
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Upper Saddle River, NJ :
Prentice Hall,
c2009.
|
| Edition: | 7th ed. |
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | 0000043139 | ||
| 005 | 20180907020010.0 | ||
| 008 | 080321s2009 njua b 001 0 eng | ||
| 020 | |a 0135009944 | ||
| 020 | |a 0135009949 | ||
| 035 | |a 15228472 | ||
| 040 | |a DLC |c DLC |d Jwambua | ||
| 050 | 1 | |a HG6024 |b .A3H85 | |
| 082 | 0 | 0 | |a 332.64/5 |2 22 |
| 100 | 1 | |a Hull, John, |d 1946-. | |
| 245 | 1 | 0 | |a Options, futures and other derivatives / |c John C. Hull. |
| 250 | |a 7th ed. | ||
| 260 | |a Upper Saddle River, NJ : |b Prentice Hall, |c c2009. | ||
| 300 | |a xxii, 821 p : |b ill ; |c 26 cm + |e 1 CD-ROM (4 3/4 in.). | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | |a Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's Lemma -- The Black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest rate derivatives : HJM and LMM -- Swaps revisited -- Real options -- Derivatives mishaps and what we can learn from them. | |
| 541 | |a Longman |c Purchase |d Nov. 2008 | ||
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Futures. | |
| 650 | 0 | |a Stock options. | |
| 787 | 1 | 8 | |m GC. |
| 908 | |a 090415 | ||
| 942 | |c G |0 1 | ||
| 952 | |0 0 |1 0 |4 0 |6 HG_6024_000000000000000_A3H85_2009 |7 0 |9 81395 |a DUA |b DUA |c GC |d 2017-09-28 |g 0.00 |l 1 |m 2 |o HG6024.A3H85 2009 |p BK070938 |r 2018-10-17 00:00:00 |s 2018-09-06 |w 2017-09-28 |x 74202 |y G | ||
| 952 | |0 0 |1 0 |2 lcc |4 0 |6 HG6024 A3 H85 02009 |7 0 |9 81396 |a DUA |b DUA |c GC |d 2017-09-28 |g 0.00 |l 0 |o HG6024.A3H85 2009 |p BK070907 |r 2017-09-28 00:00:00 |w 2017-09-28 |x 74203 |y G | ||
| 952 | |0 4 |1 0 |4 0 |6 HG6024 A3 H85 02009 |7 0 |9 81397 |a DUN |b DUN |c STORE |d 2017-09-28 |g 0.00 |l 0 |o HG6024.A3H85 2009 |p BK070883 |r 2017-09-28 00:00:00 |w 2017-09-28 |x 74204 |y G | ||
| 952 | |0 0 |1 0 |4 0 |6 HG_6024_000000000000000_A3H85_2009 |7 0 |9 81398 |a DUN |b DUN |c GC |d 2017-09-28 |g 0.00 |l 0 |o HG6024.A3H85 2009 |p AV001874 |r 2017-09-28 00:00:00 |w 2017-09-28 |x 74204 |y G | ||
| 952 | |0 0 |1 0 |4 0 |6 HG_6024_000000000000000_A3H85_2009 |7 0 |9 81399 |a DUA |b DUA |c GC |d 2017-09-28 |g 0.00 |l 0 |o HG6024.A3H85 2009 |p AV001875 |r 2017-09-28 00:00:00 |w 2017-09-28 |x 74204 |y G | ||
| 952 | |0 0 |1 0 |4 0 |6 HG_6024_000000000000000_A3H85_2009 |7 0 |9 81400 |a DUA |b DUA |c GC |d 2017-09-28 |g 0.00 |l 0 |o HG6024.A3H85 2009 |p AV001876 |r 2017-09-28 00:00:00 |w 2017-09-28 |x 74204 |y G | ||
| 995 | |a Daystar | ||
| 999 | |c 41626 |d 41626 | ||