Options, futures and other derivatives / (Record no. 1274)

MARC details
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 090802s2009 njua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2008010842
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780135009949
035 ## - SYSTEM CONTROL NUMBER
System control number (Sirsi) u2173
040 ## - CATALOGING SOURCE
Original cataloging agency EG-CaNU
Transcribing agency EG-CaNU
Modifying agency EG-CaNU
042 ## - AUTHENTICATION CODE
Authentication code ncode
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.645
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Hull, John,
Dates associated with a name 1946-
9 (RLIN) 2146
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.
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 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.
596 ## -
-- 1
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Futures.
9 (RLIN) 3767
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Stock options.
9 (RLIN) 3768
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities.
9 (RLIN) 2127
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     Main library Main library General Stacks 01/26/2020 PURCHASE   332.645 / HU.O 2009 002790 11/24/2019 1 11/24/2019 Books