000			02086nam a2200277 a 4500
001			15228472
008			180921c20099999||||||||||||||||| || u
010			_a2008010842
020			_a9780136015864
022			_a9780136015864
050			_aHG 6024.A3 Hull
100			_aHull, John C
245	1	0	_aOptions, futures and other derivatives _cJohn C. Hull _h[cd-rom]
250			_a7th ed.
260			_aNew Jersey _bPrentice-Hall _c2009
260			_aNew Jersey _bPearson Education, Inc _c2009
300			_a4 3/4 in.
500			_aAccompanied by a textbook
505			_aIntroduction -- 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	_aSTOCK OPTIONS
650		0	_aDERIVATIVE SECURITIES
650		0	_aFUTURES
856			_uhttp://www.loc.gov/catdir/toc/ecip0814/2008010842.html
995			_FCBU-MAIN LIBRARY (Kitwe) _M2 _UAVAILABLE _WSep 24, 2018 _Ze-Media Collection
995			_FCBU-MAIN LIBRARY (Kitwe) _M1 _UAVAILABLE _WSep 21, 2018 _Ze-Media Collection
999			_c81619 _d81619