000			01663nam a2200217Ia 4500
999			_c163815 _d163815
020			_a9780135009949
020			_a9788131723586
040			_cCUS
082			_a658 _bHUL/O
100			_aHull, John _927338
245		0	_aOptions, futures, and other derivatives/ _cJohn C. Hull, Sankarshan Basu
250			_a7th ed.
260			_aChennai: _bPearson, _c2010.
300			_axxii, 841 p. _bill. _c25 cm.
504			_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			_aDerivative securities _911538
650			_aFutures _911536
650			_aStock options _911537
700			_aBasu, Sankarshan _927339
942			_cWB16 _02