Options, futures, and other derivatives / (Record no. 70718)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01961nam a2200253 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | vtls000074118 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MTX |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140730s2012 maua 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780273759072 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| -- | 201407301401 |
| -- | maprang |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | PBRU |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.645 |
| Item number | H913O |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hull, John |
| 9 (RLIN) | 107641 |
| 245 10 - TITLE STATEMENT | |
| Title | Options, futures, and other derivatives / |
| Statement of responsibility, etc. | John Hull |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 8th ed., Global ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Boston, Mass. : |
| Name of publisher, distributor, etc. | Pearson, |
| Date of publication, distribution, etc. | 2012 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxi, 847 p. : |
| Other physical details | ill. ; |
| Dimensions | 26 cm. + |
| Accompanying material | 1 CD-ROM |
| 505 2# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credit crisis of 2007 -- Mechanics of options markets -- Properties of stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito's lemma -- The black-Scholes-Merton model -- Employee stock options -- Options on stock indices and currencies -- Futures options -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Estimating volatilities and correlations -- Credit risk -- Credit derivatives -- Exotic options -- More on models and numerical procedures -- Martingals 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 -- Energy and commodity derivatives -- Real options -- Derivatives mishaps and what we can learn from them -- Derivatives markets in developing countries |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivative securities |
| 9 (RLIN) | 107607 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivative securitiesxProblems, exercises, etc |
| 9 (RLIN) | 107642 |
| 910 ## - USER-OPTION DATA (OCLC) | |
| User-option data | 201407 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Book |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available for Loans | หนังสือภาษาอังกฤษ ชั้น 4 | PBRU Library | PBRU Library | บรรณราชฯ ชั้น 4 | 30/07/2014 | 0.00 | E25636 | 332.645 H913O | 1000180151 | 21/06/2018 | 1 | 21/06/2018 | General Book |
