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 |