000			03072nam a2200301Ia 4500
001			1336
008			230305s2012 xx 000 0 und d
020			_a9780273759072
040			_cTBS
041			_aeng
050			_aHG6024.A3 _bH85 2012
100			_aHull, John _d1946- _91414 _eauthor
245		0	_aOptions, futures, and other derivatives _c/ John C. Hull.
250			_aEighth edition.
260			_aHarlow, England : _bPearson Education, _c2012.
300			_axxi, 847 pages : illustrations, tables, graphs (black and white) ; 25 cm.
504			_aIncludes bibliographical references and index.
505			_a1. Introduction — 2. Mechanics of futures markets — 3. Hedging strategies using futures — 4. Interest rates — 5. Determination of forward and futures prices — 6. Interest rate futures — 7. Swaps — 8. Securitization and the credit crisis of 2007 — 9. Mechanics of options markets — 10. Properties of stock options — 11. trading strategies involving options — 12. Binomial trees — 13. Wiener processes and Itô’s lemma — 14. The Black-Scholes-Merton model — 15. Employee stock options — 16. Options on stock indices and currencies — 17. Futures options — 18. The Greek letters — 19. Volatility smiles — 20. Basic numerical procedures — 21. Value at risk — 22. Estimating volatilities and correlations — 23. Credit risk — 24. Credit derivatives — 25. Exotic options — 26. More on models and numerical procedures — 27. Martingales and measures — 28. Interest rate derivatives : the standard market models — 29. Convexity, timing, and quanto adjustments — 30. Interest rate derivatives : models of the short rate — 31. Interest rate derivatives : HJM and LMM — 32. Swaps revisited — 33. Energy and commodity derivatives — 34. Real options — 35. Derivatives mishaps and what we can learn from them — 36. Derivatives markets in developing countries.
520			_aBridge the gap between theory and practice. This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States. Designed to bridge the gap between theory and practice, this introductory text on the futures and options markets is ideal for those with a limited background in mathematics. The eighth edition has been updated and improved—featuring a new chapter on securitization and the credit crisis, and increased discussion on the way commodity prices are modeled and commodity derivatives valued.
526			_aM1CO Audit and Controlling: Advanced Corporate Finance
590			_aCD-ROM
590			_bTambién disponible en francés y español. Se acompaña de CD-ROM con el software DerivaGem, un calculador de opciones para Excel.
650			_aFutures _94071
650			_aStock options _94073
650			_aDerivative securities _94072
856			_uhttps://bookshelf.vitalsource.com/reader/books/9781292410623 _yeBook Link (11th Edition)
942			_2lcc
999			_c1342 _d1342