01607nam a22001937a 4500 140430b xxu||||| |||| 00| 0 eng d 9780135009949 HG6024.A3 H85 Hull, John C. Options, futures, and other derivatives. / John C. Hull. 7th, ed. Upper Saddler River: Prentice Hall, C 2009. xxii,814pages ill. 25cm. CD inclusive. Include index Content: Introduction -- 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 -- Derivatives markets in developing countries -- Options on stock indices and currencies -- Future options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Valve at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- Weather, energy, and insurance 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: HJM and LMM -- Swaps Revisited -- Real options -- derivatives mishaps and what we can learn from them. include index Options, Future, And Other Derivatives. lcc BK 2887 10387 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-04-30 0 HG6024.A3 H85 7076/93/13 2014-04-30 00:00:00 1 2014-04-30 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-04-30 0 HG6024.A3 H851 7077/94/13 2014-04-30 00:00:00 2 2014-04-30 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-08-15 0 HG6024.A3 H852 7078/95/13 2014-08-15 00:00:00 3 2014-08-15 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-08-15 0 HG6024.A3 H853 7338/368/13 2014-08-15 00:00:00 4 2014-08-15 BK