Options, futures and other derivatives / (Record no. 121945)

000 -LEADER
fixed length control field 02108cam a2200277 a 4500
001 - CONTROL NUMBER
control field vtls003140300
003 - CONTROL NUMBER IDENTIFIER
control field MY-SjTCS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200226113810.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110218s2009 njua b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780135009949 (pbk. : Int'l ed.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0135009944 (pbk. : Int'l ed.)
039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE]
Level of rules in bibliographic description 201106061736
Level of effort used to assign nonsubject heading access points shuhada
Level of effort used to assign subject headings 201106061734
Level of effort used to assign classification shuhada
Level of effort used to assign subject headings 201102181252
Level of effort used to assign classification VLOAD
Level of effort used to assign subject headings 200903031722
Level of effort used to assign classification mas
-- 200902161157
-- shahriman
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.645
Item number HUL
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Hull, John,
Dates associated with a name 1946-
9 (RLIN) 24237
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.
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, 814 p. :
Other physical details ill. ;
Dimensions 26 cm. +
Accompanying material 1 CD-ROM (4 3/4 in.)
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note 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 entry element Futures.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Stock options.
9 (RLIN) 7927
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Derivative securities.
920 ## - Programme
Programme GRL : 183725, CDR1213, 183726, CDR1214, 183727, CDR1215
921 ## - Programme
Programme MIF : 162314, 163872, 162313, 163873, 162312, 163880
999 ## - SYSTEM CONTROL NUMBERS (KOHA)
Koha biblionumber 121945
Koha biblioitemnumber 121945
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Date acquired Total Checkouts Barcode Date last seen Copy number Koha item type Public note Date last checked out Cost, normal purchase price Total Renewals Uniform Resource Identifier Cost, replacement price
          Taylor's Library-TU Taylor's Library-TU 2011-06-06   1000524779 2019-12-05 1 Accompanying Material (Media Resource) TBSxx,44001,03,RM          
          Taylor's Library-TU Taylor's Library-TU 2011-06-06 2 1000524953 2019-12-05 1 Accompanying Material (Media Resource) TBSxx,44001,03,RM 2018-04-10        
          Taylor's Library-TU Taylor's Library-TU 2011-05-18 25 5000114291 2023-03-28 1 Main Collection TBSxx,44001,03,RM 2023-03-04 95.00 1 Floor 3, Shelf Transit , Side 1, TierNo 1, BayNo 1 95.00
          Taylor's Library-TU Taylor's Library-TU 2011-05-18 3 5000114986 2019-12-05 1 Graduate Collection TBSxx,44001,03,GR 2014-09-05 95.00   Floor 3, Shelf 6 , Side 1, TierNo 3, BayNo 4 95.00
          Taylor's Library-TU Taylor's Library-TU 2011-05-18 9 5000114988 2019-12-05 1 Graduate Collection TBSxx,44001,03,RM 2014-09-06 95.00   Floor 3, Shelf 6 , Side 1, TierNo 3, BayNo 4 95.00
          Taylor's Library-TU Taylor's Library-TU 2009-02-16   1000521695 2019-12-05 1 Accompanying Material (Media Resource) GENLS,GENLS,03,GR 2010-02-08        
          Taylor's Library-TU Taylor's Library-TU 2009-02-16 42 5000013105 2019-12-05 1 Main Collection GENLS,GENLS,03,GR 2018-05-24 77.40   Floor 3, Shelf 6 , Side 1, TierNo 3, BayNo 4 77.40
          Taylor's Library-TU Taylor's Library-TU 2009-02-16   1000521693 2019-12-05 1 Accompanying Material (Media Resource) GENLS,GENLS,03,GR 2010-01-29        
          Taylor's Library-TU Taylor's Library-TU 2009-02-16   1000521691 2019-12-05 1 Accompanying Material (Media Resource) GENLS,GENLS,03,GR 2010-01-29