000			02203cam a22003614a 4500
001			13930835
005			20210414114004.0
008			050415s2006 njua b 001 0 eng
010			_a 2005047692
015			_aGBA557392 _2bnb
016	7		_a013246272 _2Uk
020			_a0131499084
035			_a(OCoLC)ocm60321487
040			_aDLC _cDLC _dYDX _dUKM _dBAKER _dPL# _dNLGGC _dMUQ _dDLC
042			_apcc
050	0	0	_aHG6024.A3H85
082	0	0	_a332.64/5 _222
084			_a85.33 _2bcl
100	1		_aHull, John, _d1946-
245	1	0	_aOptions, futures, and other derivatives. / _cJohn C. Hull.
250			_a6th ed.
260			_aUpper Saddle River, N.J. : _bPearson/Prentice Hall, _cc2006.
300			_axxii, 789 p. : _bill. ; _c26 cm + _e1 CD-ROM (4 3/4 in.).
504			_aIncludes bibliographical references and index.
505			_aContents: 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	_aFutures.
650		0	_aStock options.
650		0	_aDerivative securities.
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/fy0608/2005047692.html
906			_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg
942			_2lcc _cBK
999			_c1191 _d8691