000			01961nam a2200253 a 4500
001			vtls000074118
003			MTX
008			140730s2012 maua 001 0 eng d
020			_a9780273759072
039		9	_y201407301401 _zmaprang
040			_aPBRU
082	0	4	_a332.645 _bH913O
100	1		_aHull, John _9107641
245	1	0	_aOptions, futures, and other derivatives / _cJohn Hull
250			_a8th ed., Global ed.
260			_aBoston, Mass. : _bPearson, _c2012
300			_axxi, 847 p. : _bill. ; _c26 cm. + _e1 CD-ROM
505	2		_aMechanics 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	_aDerivative securities _9107607
650		0	_aDerivative securitiesœxProblems, exercises, etc _9107642
910			_a201407
942			_c1
999			_c70718 _d70718