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Options, futures and other derivatives / (Record no. 3321)

MARC details
000 -LEADER
fixed length control field	01923nam a2200241 a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20260112063303.0
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9788131723586
039 ## - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE]
Level of rules in bibliographic description	202111031251
Level of effort used to assign nonsubject heading access points	staff
Level of effort used to assign subject headings	201207030210
Level of effort used to assign classification	staff
Level of effort used to assign subject headings	201102210013
Level of effort used to assign classification	staff
--	201102210012
--	staff
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	332.645
Item number	HUL [ Shelf 24 ]
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name	Hull, John,
Dates associated with a name	1946-
245 ## - 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.
Place of publication, distribution, etc.	Upper Saddle River, NJ :
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.)
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note	Includes bibliographical references and indexes.
505 ## - 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 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Futures.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Stock options.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Derivative securities.
991 ## -
--	VIRTUA40
991 ## -
--	VTLSSORT0080020008201000245025002600300050405050650065016502*9992
909 ## -
--	3764

Holdings
Withdrawn status	Lost status	Damaged status	Not for loan	Home library	Current library	Date acquired	Total checkouts	Full call number	Barcode	Copy number	Koha item type
				Indian Institute Of Management, Shillong	Indian Institute Of Management, Shillong	23/02/2011		332.645 HUL [ Shelf 24 ]	0009493		Book