Options, futures, and other derivatives/ (Record no. 163814)
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000 -LEADER | |
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fixed length control field | 00303nam a2200121Ia 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780135009949 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9788131723586 |
040 ## - CATALOGING SOURCE | |
Transcribing agency | CUS |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 658 |
Item number | HUL/O |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Hull, John |
245 #0 - TITLE STATEMENT | |
Title | Options, futures, and other derivatives/ |
Statement of responsibility, etc. | John C. Hull, Sankarshan Basu |
250 ## - EDITION STATEMENT | |
Edition statement | 7th ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | Chennai: |
Name of publisher, distributor, etc. | Pearson, |
Date of publication, distribution, etc. | 2010. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxii, 841 p. |
Other physical details | ill. |
Dimensions | 25 cm. |
505 ## - FORMATTED CONTENTS NOTE | |
Formatted contents note | Introduction --<br/>Mechanics of futures markets --<br/>Hedging strategies using futures --<br/>Interest rates --<br/>Determination of forward and futures prices --<br/>Interest rate futures --<br/>Swaps --<br/>Mechanics of options markets --<br/>Properties of stock options --<br/>Trading strategies involving options --<br/>Binomial trees --<br/>Wiener processes and Ito's Lemma --<br/>The Black-Scholes-Merton model --<br/>Employee stock options --<br/>Options on stock indices and currencies --<br/>Options on futures --<br/>Greek letters --<br/>Volatility smiles --<br/>Basic numerical procedures. Value at risk --<br/>Estimating volatilities and correlations for risk management --<br/>Credit risk --<br/>Credit derivatives --<br/>Exotic options --<br/>Insurance, weather, and energy derivatives --<br/>More on models and numerical procedures --<br/>Martingales and measures --<br/>Interest rate derivatives : the standard market models --<br/>Convexity, timing and quanto adjustments --<br/>Interest rate derivatives : models of the short rate --<br/>Interest rate derivatives : HJM and LMM --<br/>Swaps revisited --<br/>Real options --<br/>Derivatives mishaps and what we can learn from them. |
650 ## - SUBJECT | |
Keyword | Derivative securities |
650 ## - SUBJECT | |
Keyword | Futures |
650 ## - SUBJECT | |
Keyword | Stock options |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Basu, Sankarshan |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | General Books |
Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Date last checked out | Koha item type |
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Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 29/08/2016 | 658 HUL/O | P18724 | 16/05/2019 | 16/05/2019 | General Books |