000			01989cam a2200301 a 4500
001			708
003			BD-DhEU
005			20120813131517.0
008			120519s2010 ii a b 001 0 eng
020			_a9788131723586
040			_aDLC _cDLC _dDLC _dBD-DhEU
041			_aeng
082	0	0	_a332.6 _222 _bHUO 2010
100	1		_aHull, John, _d1946- _9988
245	1	0	_aOptions, futures and other derivatives / _cJohn C. Hull.
250			_a7th ed.
260			_aNew Delhi : _bPearson Education, _cc2010.
300			_axxii, 841 p. : _bill. ; _c26 cm.
504			_aIncludes bibliographical references and indexes.
505	0		_aIntroduction -- 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.
590			_aMd. Jahangir Alam
650		0	_aFutures. _9981
650		0	_aStock options. _9982
650		0	_aDerivative securities. _9983
700			_aBasu, Sankarshan _9989
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip0814/2008010842.html
942			_2ddc _cBK
999			_c307 _d307