Options, futures and other derivatives / (Record no. 4902)

MARC details
000 -LEADER
fixed length control field 02264cam a2200313 a 4500
001 - CONTROL NUMBER
control field 15228472
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240209144304.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 080321s2009 njua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2008010842
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780136015864
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency DLC
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number H85 2009
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64
Edition number 22
Item number HUL
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Hull, John,
Dates associated with a name 1946-
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. (IMPRINT)
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, 821 p. :
Other physical details ill. ;
Dimensions 26 cm. +
Accompanying material 1 CD-ROM (4 3/4 in.)
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc 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 as entry element Futures.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stock options.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities.
856 41 - ELECTRONIC LOCATION AND ACCESS
Materials specified Table of contents only
Uniform Resource Identifier <a href="http://www.loc.gov/catdir/toc/ecip0814/2008010842.html">http://www.loc.gov/catdir/toc/ecip0814/2008010842.html</a>
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
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e ecip
f 20
g y-gencatlg
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Inventory number Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     Nagananda International Institute for Buddhist Studies(NIIBS) Nagananda International Institute for Buddhist Studies(NIIBS) 09/02/2024 08423   332.64 HUL 08423 27/10/2024 08423 09/02/2024 Books