Options, futures, and other derivatives (Record no. 208392)

MARC details
000 -LEADER
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
Holdings
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

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