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| LEADER |
01805pamaa2200241 4500 |
| 001 |
0000049808 |
| 005 |
20121206090000.0 |
| 008 |
111118 eng |
| 020 |
0 |
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|a 9780132165112 / 0132165112 (CD-ROM)
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| 082 |
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|a 332.645 HUL 2012
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| 090 |
0 |
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|a HG6024.A3
|b HUL 2012
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| 100 |
0 |
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|a Hull
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| 245 |
1 |
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|a DerivaGem Version 2.01 [
|m CD-ROM]
|c John C. Hull.
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| 250 |
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|a 8th ed.
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| 260 |
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|a New Jersey:
|b prentice Hall,
|c 2012.
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| 300 |
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|a 1 CD-ROM;
|c 4.5 inch.
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| 500 |
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|a To accompany textbook titles "Options, futures, and other derivatives / John C. Hull"
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| 501 |
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|a AUP
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|a 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
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| 650 |
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|a Futures
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| 650 |
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|a Stock options
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| 650 |
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|a Derivative securities
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| 901 |
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|u http://www.prenhall.com
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