Options, Futures, And Other Derivatives (Record no. 4853)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02096nam a22002177a 4500 |
| 005 - DATE & TIME | |
| control field | 20200116113113.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200116b xxu||||| |||| 00| 0 eng d |
| 020 ## - ISBN | |
| International Standard Book Number | 9789352866595 |
| Price | 799 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | S.X.U.K |
| 041 ## - Language | |
| Language | English |
| 082 ## - DDC NUMBER | |
| Classification number | 332.645 HUL(OPT)Ed10 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hull, John C. |
| 245 ## - TITLE STATEMENT | |
| Title | Options, Futures, And Other Derivatives |
| Statement of responsibility | John C. Hull; Sankarshan Basu |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 10th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Noida |
| Name of publisher, distributor, etc | Pearson India Education Services Pvt. Ltd |
| Date of publication, distribution, etc | c2018 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Pages | xxiv; 903 |
| Other Details | P.B |
| 500 ## - GENERAL NOTE | |
| General note | 1. Introduction<br/><br/>2. Futures markets and central counterparties<br/><br/>3. Hedging strategies using futures<br/><br/>4. Interest rates<br/><br/>5. Determination of forward and futures prices<br/><br/>6. Interest rate futures<br/><br/>7. Swaps<br/><br/>8. Securitization and the credit crisis of 2007<br/><br/>9. XVAs<br/><br/>10. Mechanics of options markets<br/><br/>11. Properties of stock options<br/><br/>12. Trading strategies involving options<br/><br/>13. Binomial trees<br/><br/>14. Wiener processes and Itô's lemma<br/><br/>15. The Black—Scholes—Merton model<br/><br/>16. Employee stock options<br/><br/>17. Options on stock indices and currencies<br/><br/>18. Futures options and Black's model<br/><br/>19. The Greek letters<br/><br/>20. Volatility smiles<br/><br/>21. Basic numerical procedures<br/><br/>22. Value at risk and expected shortfall<br/><br/>23. Estimating volatilities and correlations<br/><br/>24. Credit risk<br/><br/>25. Credit derivatives<br/><br/>26. Exotic options<br/><br/>27. More on models and numerical procedures<br/><br/>28. Martingales and measures<br/><br/>29. Interest rate derivatives: The standard market models<br/><br/>30. Convexity, timing, and quanto adjustments<br/><br/>31. Equilibrium models of the short rate<br/><br/>32. No-arbitrage models of the short rate<br/><br/>33. HJM, LMM, and multiple zero curves<br/><br/>34. Swaps Revisited<br/><br/>35. Energy and commodity derivatives<br/><br/>36. Real options<br/><br/>37. Derivatives mishaps and what we can learn from them<br/><br/> <br/><br/>Glossary of terms<br/><br/>DerivaGem software<br/><br/>Major exchanges trading futures and options<br/><br/>Tables for N (x)<br/><br/>Author index<br/><br/>Subject index |
| 650 ## - Subject | |
| Subject | DERIVATIVES SECURITY |
| 700 ## - Added Entry Personal Name | |
| Relator Code | auth. |
| Added Entry Personal Name | Basu, Sankarshan |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Economics |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Koha collection | Location (home branch) | Sublocation or collection (holding branch) | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Serial Enumeration / chronology | Koha full call number | Barcode (Accession No.) | Koha date last seen | Copy Number | Price effective from | Koha item type | Koha issues (times borrowed) | Koha date last borrowed |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Not For Loan | Reference | St. Xavier's University, Kolkata | St. Xavier's University, Kolkata | Reference Section | 01/15/2020 | Bharat | 799.00 | S.X.U.K | R 332.645 HUL(OPT)Ed10 | UE069 | 01/16/2020 | 5105 | 01/16/2020 | Reference Economics | |||||
| Dewey Decimal Classification | St. Xavier's University, Kolkata | St. Xavier's University, Kolkata | Lending Section | 01/15/2020 | Bharat | 799.00 | S.X.U.K | 332.645 HUL(OPT)Ed10 | E353 | 04/27/2023 | 5104 | 01/16/2020 | Economics | 5 | 04/13/2023 | |||||
| Dewey Decimal Classification | St. Xavier's University, Kolkata | St. Xavier's University, Kolkata | Lending Section | 01/15/2020 | Bharat | 799.00 | S.X.U.K | 332.645 HUL(OPT)Ed10.C1 | E354 | 01/15/2025 | 5103 | 01/16/2020 | Economics | 8 | 01/06/2025 | |||||
| Dewey Decimal Classification | St. Xavier's University, Kolkata | St. Xavier's University, Kolkata | Lending Section | 01/15/2020 | Bharat | 799.00 | S.X.U.K | 332.645 HUL(OPT)Ed10.C2 | E355 | 05/04/2022 | 5102 | 01/16/2020 | Economics | 6 | 04/27/2022 | |||||
| Dewey Decimal Classification | St. Xavier's University, Kolkata | St. Xavier's University, Kolkata | Lending Section | 01/15/2020 | Bharat | 799.00 | S.X.U.K | 332.645 HUL(OPT)Ed10.C3 | E356 | 11/24/2023 | 5101 | 01/16/2020 | Economics | 8 | 11/24/2023 |