MARC details
| 000 -LEADER |
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| fixed length control field |
02086nam a2200277 a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
180921c20099999||||||||||||||||| || u |
| 010 ## - |
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| -- |
2008010842 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780136015864 |
| 022 ## - |
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| -- |
9780136015864 |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG 6024.A3 Hull |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Hull, John C |
| 245 10 - TITLE STATEMENT |
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| Title |
Options, futures and other derivatives |
| Statement of responsibility, etc |
John C. Hull |
| Medium |
[cd-rom] |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
7th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
New Jersey |
| Name of publisher, distributor, etc |
Prentice-Hall |
| Date of publication, distribution, etc |
2009 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New Jersey |
| Name of publisher, distributor, etc |
Pearson Education, Inc |
| Date of publication, distribution, etc |
2009 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
4 3/4 in. |
| 500 ## - GENERAL NOTE |
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| General note |
Accompanied by a textbook |
| 505 ## - |
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| -- |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
STOCK OPTIONS |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
DERIVATIVE SECURITIES |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
FUTURES |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/ecip0814/2008010842.html">http://www.loc.gov/catdir/toc/ecip0814/2008010842.html</a> |
| 995 ## - RECOMMENDATION 995 [LOCAL, UNIMARC FRANCE] |
|---|
| -- |
CBU-MAIN LIBRARY (Kitwe) |
| -- |
2 |
| -- |
AVAILABLE |
| -- |
Sep 24, 2018 |
| -- |
e-Media Collection |
| 995 ## - RECOMMENDATION 995 [LOCAL, UNIMARC FRANCE] |
|---|
| -- |
CBU-MAIN LIBRARY (Kitwe) |
| -- |
1 |
| -- |
AVAILABLE |
| -- |
Sep 21, 2018 |
| -- |
e-Media Collection |