000			01714nam a2200205Ia 4500
999			_c165870 _d165870
020			_a9788131723586
040			_cCUS
082			_a658 _bHUL/O
100			_aHull, John C. _911535
245		0	_aOptions, futures, and other derivatives / _cJohn C. Hull, Sankarshan Basu.
250			_a7th ed.
260			_a[Delhi] : _bDorling Kindersley (India) Pvt. Ltd, _c2010.
300			_axxii, 841 pages : illustrations ; 26 cm + 1 CD-ROM
504			_aOther Titles: DerivaGem software.
505			_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			_aFutures. _911536
650			_a Stock options. _911537
650			_a Derivative securities. _911538
942			_cWB16 _01