MARC details
| 000 -LEADER |
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| fixed length control field |
01938nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20210904145439.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
190904b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9788131728048 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.645 |
| Item number |
HUL |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Hull, John C. |
| 245 ## - TITLE STATEMENT |
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| Title |
Solutions manual for options, futures and other derivatives |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
New Delhi |
| Name of publisher, distributor, etc. |
Pearson India Education Services Pvt. Ltd. |
| Date of publication, distribution, etc. |
2016 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
v, 272 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
INR |
| Price amount |
699.00 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Preface<br/>Introduction<br/>Mechanics of Futures Markets<br/>Hedging Strategies Using Futures<br/>Interest Rates<br/>Determination of Forward and Futures Prices<br/>Interest Rate Futures<br/>Swaps<br/>Mechanics of Options Markets<br/>Properties of Stock Options<br/>Trading Strategies Involving Options<br/>Binomial Trees<br/>Wiener Processes and Ito’s lemma<br/>The Black-Scholes-Merton Model<br/>Options on Stock Indices, Currencies, and Futures<br/>The Greek Letters<br/>Volatility Smiles<br/>Basic Numerical Procedures<br/>Value at Risk<br/>Estimating Volatilities and Correlations<br/>Credit Risk<br/>Credit Derivatives<br/>Exotic Options<br/>Weather, Energy, and Insurance Derivatives<br/>More on Models and Numerical Procedures<br/>Martingales and Measures<br/>Interest Rate Derivatives: The Standard Market Models<br/>Convexity, Timing, and Quanto Adjustments<br/>Interest Tate Derivatives: Models of the Short Rate<br/>Interest Rate Derivatives: HJM and LMM<br/>Swaps Revisited<br/>Real Options<br/>Derivatives Mishaps and What We Can Learn from Them |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
As in the sixth edition, end-of-chapter problems are divided into two groups: "Questions and Problems" and "Assignment Questions". Solutions to the Questions and Problems are in Options, Futures, and Other Derivatives 7e: Solutions Manual which is published by Pearson and can be purchased by students |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Futures -- Problems, exercises |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stock options -- Problems, exercises |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities -- Problems, exercises |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |