000			02743nam a22002177a 4500
999			_c400 _d400
005			20211018154541.0
008			190911b ||||| |||| 00| 0 eng d
020			_a9789352866595
082			_a332.645 _bHUL
100			_aHull, John C. _91061
245			_aOptions, futures, and other derivatives
250			_a10th
260			_aNew Delhi _bPearson India Education Services Pvt. Ltd. _c2017
300			_axxi, 905 p.
365			_aINR _b799.00
504			_aTable of Content List of Business Snapshots List of Technical Notes Preface 1. Introduction 2. Futures markets and central counterparties 3. Hedging strategies using futures 4. Interest rates 5. Determination of forward and futures prices 6. Interest rate futures 7. Swaps 8. Securitization and the credit crisis of 2007 9. XVAs 10. Mechanics of options markets 11. Properties of stock options 12. Trading strategies involving options 13. Binomial trees 14. Wiener processes and Itô's lemma 15. The Black—Scholes—Merton model 16. Employee stock options 17. Options on stock indices and currencies 18. Futures options and Black's model 19. The Greek letters 20. Volatility smiles 21. Basic numerical procedures 22. Value at risk and expected shortfall 23. Estimating volatilities and correlations 24. Credit risk 25. Credit derivatives 26. Exotic options 27. More on models and numerical procedures 28. Martingales and measures 29. Interest rate derivatives: The standard market models 30. Convexity, timing, and quanto adjustments 31. Equilibrium models of the short rate 32. No-arbitrage models of the short rate 33. HJM, LMM, and multiple zero curves 34. Swaps Revisited 35. Energy and commodity derivatives 36. Real options 37. Derivatives mishaps and what we can learn from them
520			_aFor courses in business, economics, and financial engineering and mathematics. The definitive guide to derivatives markets, updated with contemporary examples and discussions 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			_aDerivative securities _9463
700			_aBasu, Sankarshan _91184
942			_2ddc _cBK