Options, futures, and other derivatives (Record no. 400)
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000 -LEADER | |
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fixed length control field | 02743nam a22002177a 4500 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20211018154541.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 190911b ||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9789352866595 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.645 |
Item number | HUL |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Hull, John C. |
245 ## - TITLE STATEMENT | |
Title | Options, futures, and other derivatives |
250 ## - EDITION STATEMENT | |
Edition statement | 10th |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | New Delhi |
Name of publisher, distributor, etc. | Pearson India Education Services Pvt. Ltd. |
Date of publication, distribution, etc. | 2017 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxi, 905 p. |
365 ## - TRADE PRICE | |
Price type code | INR |
Price amount | 799.00 |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Table of Content<br/>List of Business Snapshots<br/><br/>List of Technical Notes<br/><br/>Preface<br/><br/> <br/><br/>1. Introduction<br/><br/>2. Futures markets and central counterparties<br/><br/>3. Hedging strategies using futures<br/><br/>4. Interest rates<br/><br/>5. Determination of forward and futures prices<br/><br/>6. Interest rate futures<br/><br/>7. Swaps<br/><br/>8. Securitization and the credit crisis of 2007<br/><br/>9. XVAs<br/><br/>10. Mechanics of options markets<br/><br/>11. Properties of stock options<br/><br/>12. Trading strategies involving options<br/><br/>13. Binomial trees<br/><br/>14. Wiener processes and Itô's lemma<br/><br/>15. The Black—Scholes—Merton model<br/><br/>16. Employee stock options<br/><br/>17. Options on stock indices and currencies<br/><br/>18. Futures options and Black's model<br/><br/>19. The Greek letters<br/><br/>20. Volatility smiles<br/><br/>21. Basic numerical procedures<br/><br/>22. Value at risk and expected shortfall<br/><br/>23. Estimating volatilities and correlations<br/><br/>24. Credit risk<br/><br/>25. Credit derivatives<br/><br/>26. Exotic options<br/><br/>27. More on models and numerical procedures<br/><br/>28. Martingales and measures<br/><br/>29. Interest rate derivatives: The standard market models<br/><br/>30. Convexity, timing, and quanto adjustments<br/><br/>31. Equilibrium models of the short rate<br/><br/>32. No-arbitrage models of the short rate<br/><br/>33. HJM, LMM, and multiple zero curves<br/><br/>34. Swaps Revisited<br/><br/>35. Energy and commodity derivatives<br/><br/>36. Real options<br/><br/>37. Derivatives mishaps and what we can learn from them |
520 ## - SUMMARY, ETC. | |
Summary, etc. | For courses in business, economics, and financial engineering and mathematics.<br/><br/><br/><br/><br/>The definitive guide to derivatives markets, updated with contemporary examples and discussions<br/><br/><br/>Known as "the bible" to business and economics instructors and a consistent best-seller in the university and college marketplace, Options, Futures, and Other Derivatives gives students a modern look at derivatives markets. By incorporating the industry's hottest topics, such as the securitization and credit crisis, author John C. Hull helps bridge the gap between theory and practice. The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Derivative securities |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Basu, Sankarshan |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Book |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Total Checkouts | Total Renewals | Full call number | Accession Number | Checked out | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
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Dewey Decimal Classification | Finance & Accounting | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 05/20/2019 | Gratis Book | 8 | 2 | 332.645 HUL | 000394 | 02/01/2025 | 01/17/2025 | 01/17/2025 | 1 | 799.00 | 09/11/2019 | Book | ||||
Dewey Decimal Classification | Finance & Accounting | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 05/20/2019 | Gratis Book | 5 | 2 | 332.645 HUL | 000395 | 12/10/2024 | 11/11/2024 | 2 | 799.00 | 09/11/2019 | Book |