000			01607nam a22001937a 4500
008			140430b xxu||||| |||| 00| 0 eng d
020			_a9780135009949
050			_aHG6024.A3 H85
100			_aHull, John C.
245			_aOptions, futures, and other derivatives. / _cJohn C. Hull.
250			_a7th, ed.
260			_aUpper Saddler River: _bPrentice Hall, _cC 2009.
300			_axxii,814pages _bill. _c25cm. _eCD inclusive.
500			_aInclude index
505			_aContent: 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.
521			_ainclude index
650			_aOptions, Future, And Other Derivatives.
942			_2lcc _cBK
999			_c2887 _d10387