LEADER 00000ng a 2200205dn 4500 
008    080714s2006        xx            000 0 e 
020    0131977059 
020    9780131977051 
092    332.632 
100 1  Hull, John 
245 00 Options, futures, and other derivatives /|cJohn C. Hull. 
250    6th ed.  
260    Upper Saddle River, NJ :|bPearson Prentice Hall,|cc2006.  
300    xxii, 733 p. :|bcol. ill. ;|c28 cm. ;|epbk + 1 CD ROM.  
500    CW018 
504    Includes bibliographical references and index.  
505    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. Mechanics of 
       Options Markets. -- 9. Properties of Stock Options. -- 10.
       Trading Strategies Involving Options. -- 11. Binomial 
       Trees. -- 12. Wiener Processes and Itos Lemma. -- 13. The 
       Black-Scholes-Merton Model. -- 14. Options on Stock 
       Indices, Currencies, and Futures. -- 15. Greek Letters. --
       16. Volatility Smiles. -- 17. Basic Numerical Procedures. 
       -- 18. Value at Risk. -- 19. Estimating Volatilities and 
       Correlations for Risk Management. -- 20. Credit Risk. -- 
       21. Credit Derivatives. -- 22. Exotic Options. -- 23. 
       Insurance, Weather, and Energy Derivatives. -- 24. More on
       Models and Numerical Procedures. -- 25. Martingales and 
       Measures. -- 26. Interest Rate Derivatives: The Standard 
       Market Models. -- 27. Convexity, Timing, and Quanto 
       Adjustments. -- 28. Interest Rate Derivatives: Models of 
       the Short Rate. -- 29. Interest Rate Derivatives: HJM and 
       LMM. -- 30. Swaps Revisited. -- 31. Real Options. -- 32. 
       Derivatives Mishaps and What We Can Learn from Them. 
590    72.20 
650  0 Stock Market 
650  0 Stocks 
650  0 Bonds 
650  0 Investments 
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