000			02563nam a2200313Ia 4500
001			652
008			230305s2009 xx 000 0 und d
020			_a9780132604604
040			_cTBS
041			_aeng
043			_aen_UK
050			_aHG6024.A3 _bH85 2009
100			_aHull, John _d1946- _91414 _eauthor
245		0	_aOptions, futures, and other derivatives _c/ John Hull.
250			_aSeventh edition
260			_aHarlow, England : _bPearson Education, _c2009.
300			_axxii, 822 pages : illustrations, tables, graphs (black and white) ; 25 cm.
505			_aMechanics of futures markets — Hedging strategies using futures — Interest rates — Determination of forward and futures prices — Interest rate futures — Swaps — Mechanics of options markets — Properties of stock options — Trading strategies involving options — Binomial trees — Wiener processes and Itô’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 — Interest rate derivatives: HJM and LMM — Swaps revisited — Real options — Derivatives mishaps and what we can learn from them — Glossary of terms — Derivagem software — Major exchanges trading futures and options — Tables for n(x).
520			_aFor undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is the top seller among both the academic audience and derivative practitioners around the world.
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			_aDerivative securities _94072
650			_aStock options _94073
650		0	_aFinance _93911
856			_uhttps://bookshelf.vitalsource.com/reader/books/9781292410623 _yeBook Link (11th Edition)
942			_2lcc
999			_c662 _d662