Options, futures, and other derivatives (Record no. 208392)
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000 -LEADER | |
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fixed length control field | 02641nam a22002057a 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20201201031433.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 190911b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9789352866595 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.645 |
Item number | HUL |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Hull, John C. |
9 (RLIN) | 1183 |
245 ## - TITLE STATEMENT | |
Title | Options, futures, and other derivatives |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | New Delhi |
Name of publisher, distributor, etc. | Pearson India Education Services Pvt. Ltd. |
Date of publication, distribution, etc. | 2017 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxi, 905 p. |
365 ## - TRADE PRICE | |
Price type code | INR |
Price amount | 799.00 |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Table of Content List of Business Snapshots List of Technical Notes Preface 1. Introduction 2. Futures markets and central counterparties 3. Hedging strategies using futures 4. Interest rates 5. Determination of forward and futures prices 6. Interest rate futures 7. Swaps 8. Securitization and the credit crisis of 2007 9. XVAs 10. Mechanics of options markets 11. Properties of stock options 12. Trading strategies involving options 13. Binomial trees 14. Wiener processes and Itô's lemma 15. The Black—Scholes—Merton model 16. Employee stock options 17. Options on stock indices and currencies 18. Futures options and Black's model 19. The Greek letters 20. Volatility smiles 21. Basic numerical procedures 22. Value at risk and expected shortfall 23. Estimating volatilities and correlations 24. Credit risk 25. Credit derivatives 26. Exotic options 27. More on models and numerical procedures 28. Martingales and measures 29. Interest rate derivatives: The standard market models 30. Convexity, timing, and quanto adjustments 31. Equilibrium models of the short rate 32. No-arbitrage models of the short rate 33. HJM, LMM, and multiple zero curves 34. Swaps Revisited 35. Energy and commodity derivatives 36. Real options 37. Derivatives mishaps and what we can learn from them |
520 ## - SUMMARY, ETC. | |
Summary, etc. | For courses in business, economics, and financial engineering and mathematics. The definitive guide to derivatives markets, updated with contemporary examples and discussions Known as "the bible" to business and economics instructors and a consistent best-seller in the university and college marketplace, Options, Futures, and Other Derivatives gives students a modern look at derivatives markets. By incorporating the industry's hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Derivative securities |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Basu, Sankarshan |
9 (RLIN) | 1184 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Book |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dewey Decimal Classification | Bodh Gaya | Bodh Gaya | General Stacks | 20/05/2019 | 3 | 332.645 HUL | IIMG-000394 | 11/09/2019 | 1 | 799.00 | 11/09/2019 | Book | ||||||
Dewey Decimal Classification | Bodh Gaya | Bodh Gaya | General Stacks | 20/05/2019 | 3 | 332.645 HUL | IIMG-000395 | 11/09/2019 | 2 | 799.00 | 11/09/2019 | Book |