000			03085nam a2200433 a 4500
001			49355599
003			OCoLC
005			20250730100424.0
006			m a
008			300725s2003 njua b 001 0 eng
010			_a2002025234
020			_a0130465925
020			_a9780130465924
040			_aDLC _beng _cDLC _dUKM _dOCLCO _dICATSUC
050	0	0	_aHG6024.A3 _bH85 2003
082	0	0	_a332.645 _222 _b/HUL
100	1		_aHull, John, _d1946-
245	1	0	_aOptions, futures & other derivatives / _cJohn C. Hull
246	3		_aOptions, futures, and other derivatives
250			_a5th edn
260			_aUpper Saddle River, NJ : _bPrentice Hall, _c2003.
300			_axxi, 744 p. : _bill. ; _c25 cm.
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
490	1		_aPrentice Hall finance series
504			_aIncludes bibliographical references and indexes
505	0	0	_g1. _tIntroduction -- _g2. _tMechanics of futures markets -- _g3. _tDetermination of forward and futures prices -- _g4. _tHedging strategies using futures -- _g5. _tInterest rate markets -- _g6. _tSwaps -- _g7. _tMechanics of options markets -- _g8. _tProperties of stock options -- _g9. _tTrading strategies involving options -- _g10. _tIntroduction to binomial trees -- _g11. _tmodel of the behavior of stock prices -- _g12. _tBlack-Scholes model -- _g13. _tOptions on stock indices, currencies, and futures -- _g14. _tGreek letters -- _g15. _tVolatility smiles -- _g16. _tValue at risk -- _g17. _tEstimating volatilities and correlations -- _g18. _tNumerical procedures -- _g19. _tExotic options -- _g20. _tMore on models and numerical procedures -- _g21. _tMartingales and measures -- _g22. _tInterest rate derivatives: the standard market models -- _g23. _tInterest rate derivatives: models of the short rate -- _g24. _tInterest rate derivatives: more advanced models -- _g25. _tSwaps revisited -- _g26. _tCredit risk -- _g27. _tCredit derivatives -- _g28. _tReal options -- _g29. _tInsurance, weather, and energy derivatives -- _g30. _tDerivatives mishaps and what we can learn from them -- _tDerivaGem software -- _tTable for N(x) when x [actual symbol not reproducible] 0 -- _tTable for N(x) when x [actual symbol not reproducible] 0
520			_a"[This book] is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills ... The book covers both derivatives markets and risk management. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed"--Page xix
538			_aSystem requirements for accompanying CD-ROM: Windows 95/98/2000/NT/ME/XP
650		0	_aFutures
650		0	_aStock options
650		0	_aDerivative securities
650		0	_aFutures market
650		0	_aRestricted stock options
650		0	_aEmployee stock options
830		0	_aPrentice Hall finance series
942			_2lcc _cBOOKS _n0
999			_c1920 _d1920