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Options, futures and other derivatives / (Record no. 66782)

000 -LEADER
fixed length control field	02158cam a2200301 a 4500
001 - CONTROL NUMBER
control field	15228472
003 - CONTROL NUMBER IDENTIFIER
control field	BD-DhUL
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20190124093437.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	080321s2009 njua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number	2008010842
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9780136015864
040 ## - CATALOGING SOURCE
Original cataloging agency	DLC
Transcribing agency	DLC
Modifying agency	DLC
--	BD-DhUL
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	HG6024.A3
Item number	H85 2009
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	332.6
Edition number	22
Item number	HUO
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name	Hull, John,
Dates associated with a name	1946-
245 10 - TITLE STATEMENT
Title	Options, futures and other derivatives /
Statement of responsibility, etc.	John C. Hull.
250 ## - EDITION STATEMENT
Edition statement	7th ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc.	New Jersey :
Name of publisher, distributor, etc.	Prentice Hall,
Date of publication, distribution, etc.	c2009.
300 ## - PHYSICAL DESCRIPTION
Extent	xxii, 821 p. :
Other physical details	ill. ;
Dimensions	26 cm. +
Accompanying material	1 CD-ROM (4 3/4 in.)
365 ## - TRADE PRICE
Price type code	$
Price amount	200.00
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc	Includes bibliographical references and indexes.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note	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
Topical term or geographic name as entry element	Futures.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Stock options.
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a	7
b	cbc
c	orignew
d	1
e	ecip
f	20
g	y-gencatlg
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type	Books

Holdings
Price effective from	Date last seen	Permanent Location	Not for loan	Date acquired	Source of classification or shelving scheme	Koha item type	Lost status	Withdrawn status	Source of acquisition	Collection code	Damaged status	Shelving location	Barcode	Current Location	Full call number
2016-05-17	2016-05-17	Dhaka University Library		2010-04-20		Books			purchased	Non Fiction		General Stacks	442545	Dhaka University Library	332.6 HUO

Dhaka University Library Online

Options, futures and other derivatives / (Record no. 66782)