000			02481cam a2200241 i 4500
999			_c38127 _d38127
001			nam a22 7a 4500
020			_a9781292410623
082			_a332.645 HU OP
100	1		_aHull, John, _d1946- _9712
245	1	0	_aOptions, futures, and other derivatives _cJohn C. Hull
250			_a11th ed.
260			_aNew York, NY : _bPearson, _cc2021.
300			_axxiii, 868 p. : _bill. ; _c26 cm.
504			_aIncludes bibliographical references and indexes.
505	0		_aPreface -- Introduction -- Futures markets and central counterparties -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- XVAS -- 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 -- Futures options -- The greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk and expected shortfall -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives : the standard market models -- Convexity, timing, and quanto adjustments -- Equilibrium models of the short rate -- No-arbitrage models of the short rate -- Hjm, lmm, and multiple zero curves -- Swaps revisited -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Author index -- Subject index.
520			_aKnown as “the bible” to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers 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.
526			_aFIN961
650		0	_aFutures _9713
650		0	_aStock options _9714
650		0	_aDerivative securities _9715
856			_uhttps://uow.primo.exlibrisgroup.com/permalink/61UOW_INST/ihdge1/alma991003370969306666 _zeBook
942			_cCRS