000			01861cam a22002534a 4500
008			090802s2009 njua b 001 0 eng
010			_a2008010842
020			_a9780135009949
035			_a(Sirsi) u2173
040			_aEG-CaNU _cEG-CaNU _dEG-CaNU
042			_ancode
082	0	0	_a332.645 _2 22
100	1		_aHull, John, _d 1946- _92146
245	1	0	_aOptions, futures and other derivatives / _c John C. Hull.
250			_a7th ed.
260			_aUpper Saddle River, NJ : _b Prentice Hall, _c c2009.
300			_axxii, 821 p. : _b ill. ; _c 26 cm. + _e 1 CD-ROM (4 3/4 in.)
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. _93767
650		0	_aStock options. _93768
650		0	_aDerivative securities. _92127
596			_a1
999			_c1274 _d1274