MARC Record from Library of Congress

LEADER: 01916cam a2200265 a 4500
001 2008010842
003 DLC
005 20091130140101.0
008 080321s2009 njua b 001 0 eng
010 $a 2008010842
020 $a9780136015864
040 $aDLC$cDLC$dDLC
050 00 $aHG6024.A3$bH85 2009
082 00 $a332.64/5$222
100 1 $aHull, John,$d1946-
245 10 $aOptions, futures and other derivatives /$cJohn C. Hull.
250 $a7th ed.
260 $aUpper Saddle River, NJ :$bPrentice Hall,$cc2009.
300 $axxii, 821 p. :$bill. ;$c26 cm. +$e1 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.
650 0 $aStock options.
650 0 $aDerivative securities.
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/toc/ecip0814/2008010842.html