000			01923nam a2200241 a 4500
005			20260112063303.0
020			_a9788131723586
039			_a202111031251 _bstaff _c201207030210 _d staff _c201102210013 _d staff _y 201102210012 _z staff
082			_a332.645 _bHUL [ Shelf 24 ]
100			_aHull, John, _d 1946-
245			_aOptions, futures and other derivatives / _cJohn C. Hull.
250			_a7th ed.
260			_aUpper Saddle River, NJ : _bPrentice Hall, _cc2009.
300			_axxii, 821 p. : _bill. ; _c26 cm. + _e 1 CD-ROM (4 3/4 in.)
504			_aIncludes bibliographical references and indexes.
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			_aFutures.
650			_aStock options.
650			_aDerivative securities.
991			_aVIRTUA40
991			_aVTLSSORT0080*0200*0820*1000*2450*2500*2600*3000*5040*5050*6500*6501*6502*9992
909			_a3764
999			_c3321 _d3321