000			02184cam a2200349 a 4500
999			_c6964 _d6964
001			15228472
005			20210124091835.0
008			080321s2009 njua b 001 0 eng
010			_a 2008010842
020			_a9780135009949 (pbk.)
020			_a0135009944 (pbk.)
040			_aDLC _cDLC _dDLC _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, 814 p. : _bill. ; _c26 cm. + _e1 computer disc (4 3/4 in.)
336			_2rdacontent _atext
337			_2rdamedia _aunmediated
338			_2rdacarrier _avolume
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. _932978
650		0	_aDerivative securities.
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip0814/2008010842.html
942			_cBK _2ddc