Options, futures, and other derivatives/ (Record no. 163815)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01663nam a2200217Ia 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. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 29/08/2016 | 658 HUL/O | P18725 | 14/06/2024 | 10/05/2024 | General Books |