| Record ID | marc_columbia/Columbia-extract-20221130-011.mrc:294548616:3240 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-011.mrc:294548616:3240?format=raw |
LEADER: 03240cam a2200469Ma 4500
001 5473476
005 20221110043327.0
006 m b
007 co ugu---uuuuu
008 050415t20062006njua 001 0 eng d
015 $aGBA557392$2bnb
020 $a0131499084 (hbk.)
020 $a9780131499089 (hbk.)
020 $a0131499092 (CD-ROM)
020 $a9780131499096 (CD-ROM)
035 $a(OCoLC)ocm62396562
035 $a(OCoLC)ocm60321487
035 $a(NNC)5473476
035 $a(OCoLC)62396562
035 $a5473476
040 $aEQO$cEQO$dPL#$dYDXCP$dOrLoB-B
082 04 $a332.645$222
100 1 $aHull, John,$d1946-$0http://id.loc.gov/authorities/names/n88011278
245 10 $aOptions, futures and other derivatives /$cJohn C. Hull.
250 $a6th ed.
260 $aUpper Saddle River, N.J. :$bPearson Prentice Hall,$c[2006], ©2006.
300 $axxii, 789 pages :$billustrations ;$c26 cm +$e1 CD-ROM (4 3/4 in.)
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
500 $aPrevious ed.: c2003.
500 $aAccompanied by CD-ROM entitled DerivaGem software, in pocket attached to inside back cover.
504 $aIncludes bibliographical references and indexes.
505 00 $gCh. 1.$tIntroduction -- $gCh. 2.$tMechanics of futures markets -- $gCh. 3.$tHedging strategies using futures -- $gCh. 4.$tInterest rates -- $gCh. 5.$tDetermination of forward and futures prices -- $gCh. 6.$tInterest rate futures -- $gCh. 7.$tSwaps -- $gCh. 8.$tMechanics of options markets -- $gCh. 9.$tProperties of stock options -- $gCh. 10.$tTrading strategies involving options -- $gCh. 11.$tBinomial trees -- $gCh. 12.$tWiener processes and Ito's lemma -- $gCh. 13.$tThe Black-Scholes-Merton model -- $gCh. 14.$tOptions on stock indices, currencies, and futures -- $gCh. 15.$tThe Greek letters -- $gCh. 16.$tVolatility smiles -- $gCh. 17.$tBasic numerical procedures -- $gCh. 18.$tValue at risk -- $gCh. 19.$tEstimating volatilities and correlations -- $gCh. 20.$tCredit risk -- $gCh. 21.$tCredit derivatives -- $gCh. 22.$tExotic options -- $gCh. 23.$tWeather, energy, and insurance derivatives -- $gCh. 24.$tMore on models and numerical procedures -- $gCh. 25.$tMartingales and measures -- $gCh. 26.$tInterest rate derivatives : the standard market models -- $gCh. 27.$tConvexity, timing, and quanto adjustments -- $gCh. 28.$tInterest rate derivatives : models of the short rate -- $gCh. 29.$tInterest rate derivatives : HJM and LMM -- $gCh. 30.$tSwaps revisited -- $gCh. 31.$tReal options -- $gCh. 32.$tDerivatives mishaps and what we can learn from them.
538 $aSystem requirements for accompanying disc: Windows 2000, NT, ME, XP.
650 0 $aFutures.$0http://id.loc.gov/authorities/subjects/sh88001653
650 0 $aStock options.$0http://id.loc.gov/authorities/subjects/sh88001671
650 0 $aDerivative securities.$0http://id.loc.gov/authorities/subjects/sh93005704
740 02 $aDerivaGem software.
852 00 $bmat$hHG6024.A3$iH85 2006$zAccompanied by 1 CD-ROM
852 00 $boff,bus$hHG6024.A3$iH85 2006$zAccompanied by CD-ROM
852 0 $bmat$hHG6024.A3$iH85 2006$zAccompanied by 1 CD-ROM
852 00 $boff,bus$hHG6024.A3$iH85 2006$zAccompanied by 1 CD-ROM