000 -LEADER |
fixed length control field |
02203cam a22003614a 4500 |
001 - CONTROL NUMBER |
control field |
13930835 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20210414114004.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
050415s2006 njua b 001 0 eng |
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2005047692 |
015 ## - NATIONAL BIBLIOGRAPHY NUMBER |
National bibliography number |
GBA557392 |
Source |
bnb |
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER |
Record control number |
013246272 |
Source |
Uk |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0131499084 |
035 ## - SYSTEM CONTROL NUMBER |
System control number |
(OCoLC)ocm60321487 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
DLC |
Transcribing agency |
DLC |
Modifying agency |
YDX |
-- |
UKM |
-- |
BAKER |
-- |
PL# |
-- |
NLGGC |
-- |
MUQ |
-- |
DLC |
042 ## - AUTHENTICATION CODE |
Authentication code |
pcc |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG6024.A3H85 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332.64/5 |
Edition number |
22 |
084 ## - OTHER CLASSIFICATION NUMBER |
Classification number |
85.33 |
Number source |
bcl |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Hull, John, |
Dates associated with a name |
1946- |
245 10 - TITLE STATEMENT |
Title |
Options, futures, and other derivatives. / |
Statement of responsibility, etc. |
John C. Hull. |
250 ## - EDITION STATEMENT |
Edition statement |
6th ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Upper Saddle River, N.J. : |
Name of publisher, distributor, etc. |
Pearson/Prentice Hall, |
Date of publication, distribution, etc. |
c2006. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xxii, 789 p. : |
Other physical details |
ill. ; |
Dimensions |
26 cm + |
Accompanying material |
1 CD-ROM (4 3/4 in.). |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographical references and index. |
505 ## - FORMATTED CONTENTS NOTE |
Formatted contents note |
Contents: Introduction -- Mechanics of future markets -- Hedging strategies using futures -- Interest rates -- Determination of foreward and future prices -- Interest rate futures -- Swaps -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and lto's lemma -- The Black-scholes--merton model -- Options on stock indices, currencies and futures -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- Weather, energy and insurance 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 -- HJM and LMM -- Swaps revisited -- Real options. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Futures. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Stock options. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Derivative securities. |
856 41 - ELECTRONIC LOCATION AND ACCESS |
Materials specified |
Table of contents only |
Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/fy0608/2005047692.html">http://www.loc.gov/catdir/toc/fy0608/2005047692.html</a> |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
a |
7 |
b |
cbc |
c |
orignew |
d |
1 |
e |
ocip |
f |
20 |
g |
y-gencatlg |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Koha item type |
Books |