000 02214cam a2200313 a 4500
001 15228472
003 BD-DhUL
005 20190124094115.0
008 080321s2010 ii a b 001 0 eng
010 _a 2008010842
020 _a9788131723586
040 _aDLC
_cDLC
_dDLC
_dBD-DhUL
050 0 0 _aHG6024.A3
_bH85 2009
082 0 0 _a332.6
_222
_bHUO
100 1 _aHull, John,
_d1946-
245 1 0 _aOptions, futures and other derivatives /
_cJohn C. Hull, Sankarshan Basu.
250 _a7th ed.
260 _aChennai :
_bPearson,
_cc2010.
300 _axxii, 841 p. :
_bill. ;
_c26 cm. +
_e1 CD-ROM (4 3/4 in.)
365 _aIRS
_b535.00
504 _aIncludes bibliographical references and indexes.
505 0 _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 _aFutures.
650 0 _aStock options.
700 _aBasu, Sankarshan
_ejt. aut.
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK
955 _asd05 2008-03-21;
_isd05 2008-03-21 to SL;
_aaa19 2008-03-24
_aps10 2008-09-02 1 copy rec'd., to CIP ver. ;
_aItem 00246917206 received in CCS 2009-11-30
_aItem 00246917206 left CCS 2009-12-18
_aItem 00258316149 left CCS 2010-02-02
999 _c245944
_d245944