02377nam a22003377ar4500 32772 UTEM 20251007100312.0 140630s2012 us 00110 eng d 9780132164948 0132165112 (Cd) clsautm clsautm 332.632 H913 8a ed. Hull, John C., 1946 - 3692 Options, futures, and other derivates / [anexos cd] / John C. Hull. 8th ed. Boston : Prentice Hall, 2012. xxi, 841 p. Includes author index; Cd: Software DerivaGem, version 2.01. Includes bibliographical references; Chapter 1. Introduction; Chapter 2. Mechanics of futures markets; Chapter 3. Hedging strategies using futures; Chapter 4. Interest rates; Chapter 5. Determination of forward and futures prices; Chapter 6. Interest rate futures; Chapter 7. Swaps; Chapter 8. Securitization and the Credit Crisis of 2007; Chapter 9. Mechanics of options markets; Chapter 10. Properties of stock options; Chapter 11. Trading strategies involving options; Chapter 12. Binomial trees; Chapter 13. Wiener processes and Itô's lemma; Chapter 14. The Black-Scholes-Merton model; Chapter 15. Employer stock options; Chapter 16. Options on stock indices and currencies; Chapter 17. Futures options;; Chapter 18. The Greek letters Chapter 19. Volatility smiles; Chapter 20. Basic numerical procedures; Chapter 21. Value at risk; Chapter 22. Estimating volatilities and correlations; Chapter 23. Credit risk; Chapter 24. Credit derivatives; Chapter 25. Exotic options; Chapter 26. More on models and numerical procedures; Chapter 27. Martingales and measures; Chapter 28. Interest rate derivatives: the standard market models; Chapter 29. Convexity, timing, and quanto adjustments; Chapter 30. Interest rate derivatives: models of the short rate; Chapter 31. Interest rate derivatives: HJM and LMM; Chapter 32. Swaps revisited; Chapter 33. Energy and commodity derivatives; Chapter 34. Real options; Chapter 35. Derivatives mishaps and what we can learn from them. MERCADO DE FUTUROS 27335 INTERES [FINANZAS] 68433 Rosana 21012-BC 21015-BC 21081-BB 21081-BC Claudia ddc LIB 32772 32772 0 0 0 0 CPR BCP BCP 0 332.632 H913 8a ed. UTEML50004373 2024-03-09 02:03:50 c 1 2024-03-09 LIB Entregado: Julio/Ana. 051/2014 0 0 0 0 CPR BCP BCP 0 332.632 H913 8a ed. UTEML50004374 2024-03-09 02:03:50 c 2 2024-03-09 LIB Entregado: Julio/Ana. 051/2014 0 0 0 0 CPR BCP BCP 2 1 332.632 H913 8a ed. UTEML50012270 2025-10-07 10:57:12 2025-09-29 c 3 2024-03-09 LIB Entregado: Septiembre/Ana. 065/2014 0 0 0 0 BDGA BCP BCP 0 CD 332.632 H913 8a ed. UTEML6002212 2024-03-09 02:03:50 c 1 2024-03-09 DT Entregado: Julio/Ana. 051/2014 0 0 0 0 BDGA BCP BCP 0 CD 332.632 H913 8a ed. UTEML6002213 2024-03-09 02:03:50 c 2 2024-03-09 DT Entregado: Julio/Ana. 051/2014 0 0 0 0 BDGA BCP BCP 0 CD 332.632 H913 8a ed. UTEML50012116 2024-03-09 02:03:00 c 3 2024-03-09 DT Entregado: Septiembre/Ana. 065/2014 0 0 0 0 BDGA BCP BCP 0 CD 332.632 H913 8a ed. UTEML50012117 2024-03-09 02:03:00 c 4 2024-03-09 DT Entregado: Septiembre/Ana. 065/2014