OPTIONS, FUTURES AND OTHER DERIVATIVES (CD) (Record no. 40485)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02543 a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20150812173837.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110530t xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9788131790311 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | A |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.645 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| AUTHOR | HULL JOHN AND BASU SANKARSAN |
| 9 (RLIN) | 99 |
| 245 ## - TITLE STATEMENT | |
| Title | OPTIONS, FUTURES AND OTHER DERIVATIVES (CD) |
| Statement of responsibility, etc | JOHN HULL AND BASU SANKARSAN |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 8 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | PEARSON EDUCATION IN SOUTH ASIA |
| Date of publication, distribution, etc | 2010 |
| Place of publication, distribution, etc | NEW DELHI |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 841 P. |
| Other physical details | PAPER |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The eighth edition has been updated and improved—featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued. Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Table of Content<br/><br/>Chapter 1. Introduction<br/>Chapter 2. Mechanics of Futures Markets<br/>Chapter 3. Hedging Strategies Using Futures<br/>Chapter 4. Interest Rates<br/>Chapter 5. Determination of Forward and Futures Prices<br/>Chapter 6. Interest Rate Futures<br/>Chapter 7. Swaps<br/>Chapter 8. Securitization and the Credit Crisis of 2007<br/>Chapter 9. Mechanics of Options Markets<br/>Chapter 10. Properties of Stock Options<br/>Chapter 11. Trading Strategies Involving Options<br/>Chapter 12. Binomial Trees<br/>Chapter 13. Wiener Processes and Ito's Lemma<br/>Chapter 14. The Black-Scholes-Merton Model<br/>Chapter 15. Employee Stock Options<br/>Chapter 16. Options on Stock Indices and Currencies<br/>Chapter 17. Options on Futures<br/>Chapter 18. Greek Letters<br/>Chapter 19. Volatility Smiles<br/>Chapter 20. Basic Numerical Procedures<br/>Chapter 21. Value at Risk<br/>Chapter 22. Estimating Volatilities and Correlations<br/>Chapter 23. Credit Risk<br/>Chapter 24. Credit Derivatives<br/>Chapter 25. Exotic Options<br/>Chapter 26. More on Models and Numerical Procedures<br/>Chapter 27. Martingales and Measures<br/>Chapter 28. Interest Rate Derivatives: The Standard Market Models<br/>Chapter 29. Convexity, Timing, and Quanto Adjustments<br/>Chapter 30. Interest Rate Derivatives: Models of the Short Rate<br/>Chapter 31. Interest Rate Derivatives: HJM and LMM<br/>Chapter 32. Swaps Revisited<br/>Chapter 33. Energy and Commodity Derivatives<br/>Chapter 34. Real Options<br/>Chapter 35. Derivatives Mishaps and What We Can Learn from Them |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | OPTIONS, FUTURES AND DERIVATIVES |
| 9 (RLIN) | 16066 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Book |
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