000			02787cam a2200409 a 4500
999			_c6758 _d6758
001			214063743
005			20210119143305.0
006			m u
007			co ugu||||||||
008			080321s2009 njua b 001 0 eng
010			_a2008010842
020			_a9780132604604
020			_a0136015867
040			_aDLC _cDLC _dYDX _dBAKER _dUKM _dYDXCP _dBNY _dBTCTA _dUAB _dGZM _dUtOrBLW _erda
050	0	0	_aHG6024.A3 _bH85 2009
082	0	0	_a332.645 _222 _bH.J.O
100	1		_aHull, John, _d1946- _932976
245	1	0	_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 computer disk (4 3/4 in.)
336			_2rdacontent _atext
337			_2rdamedia _aunmediated
338			_2rdacarrier _avolume
490	1		_aPrentice Hall series in finance.
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.
520			_aFor undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.... Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.
650		0	_aFutures. _932977
650		0	_aStock options. _932978
650		0	_aDerivative securities. _932979
830		0	_aPrentice Hall finance series. _932980
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip0814/2008010842.html
856	4	1	_3Abstract _uhttp://repository.fue.edu.eg/xmlui/handle/123456789/2732
942			_cBK _2ddc