01961nam a2200253 a 4500 vtls000074118 MTX 140730s2012 maua 001 0 eng d 9780273759072 201407301401 maprang PBRU 332.645 H913O Hull, John 107641 Options, futures, and other derivatives / John Hull 8th ed., Global ed. Boston, Mass. : Pearson, 2012 xxi, 847 p. : ill. ; 26 cm. + 1 CD-ROM 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 Derivative securities 107607 Derivative securitiesœxProblems, exercises, etc 107642 201407 1 70718 70718 0 0 0 0 ENGfl4 PBRU PBRU 1005 2014-07-30 0.00 E25636 0 332.645 H913O 1000180151 2018-06-21 00:00:00 1 2018-06-21 1