000			02165cam a22003014a 4500
001			14346927
003			OSt
005			20211118153224.0
008			060420s2007 njua b 001 0 eng
010			_a 2006043553
020			_a9780133456318 _q0133456315
035			_a(OCoLC)ocm67945680
040			_aDLC _cDLC _dBAKER _dC#P _dDLC
042			_apcc
050	0	0	_aHG6024.A3.H85
082	0	0	_a332.1068/1 _222
100	1		_aHull, John,
245	1	0	_aOptions, futures, and their derivatives. / _cJohn C. Hull.
250			_a9th ed.
260			_aUpper Saddle River, NJ : _bPearson, _c2015.
300			_axxi, 869 p. : _bill. ;
504			_aIncludes bibliographical references and index.
505			_aContents: Introduction -- Mechanics of futures markets -- Hedging strategies using futures -- interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- OIS discounting, credit issues, and funding costs -- 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 -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- 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 -- HJM, LMM, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them --
653			_aFutures. _aStock options. _a Derivative securities.
906			_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg
942			_2lcc _cBK
999			_c8034 _d15534