| 000 -LEADER |
|---|
| fixed length control field |
02323cam a2200289 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
15228472 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
KEPU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200304105017.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
080321s2009 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2008010842 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780136015864 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
TUK |
| Modifying agency |
DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6024.A3 |
| Item number |
H85 2009 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hull, John, |
| Dates associated with a name |
1946- |
| 9 (RLIN) |
43439 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Options, futures and other derivatives / |
| Statement of responsibility, etc |
John C. Hull. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
7th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Upper Saddle River, NJ : |
| Name of publisher, distributor, etc |
Prentice Hall, |
| Date of publication, distribution, etc |
c2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxii, 821 p. : |
| Other physical details |
ill. ; |
| Dimensions |
26 cm. + |
| Accompanying material |
1 CD-ROM (4 3/4 in.) |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and indexes. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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 -- 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 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Futures. |
| 9 (RLIN) |
44098 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stock options. |
| 9 (RLIN) |
44099 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities. |
| 9 (RLIN) |
44100 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents only |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/toc/ecip0814/2008010842.html |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
General Circulation Books |
