| 000 | 02377nam a22003377ar4500 | ||
|---|---|---|---|
| 001 | 32772 | ||
| 003 | UTEM | ||
| 005 | 20251007100312.0 | ||
| 008 | 140630s2012 us 00110 eng d | ||
| 020 | _a9780132164948 | ||
| 020 | _a0132165112 (Cd) | ||
| 040 |
_aclsautm _cclsautm |
||
| 082 | 0 | 0 |
_a332.632 _bH913 8a ed. |
| 100 | 1 |
_aHull, John C., _d1946 - _93692 |
|
| 245 | 1 | 0 |
_aOptions, futures, and other derivates / _h[anexos cd] / _cJohn C. Hull. |
| 250 | _a8th ed. | ||
| 260 |
_aBoston : _bPrentice Hall, _c2012. |
||
| 300 | _axxi, 841 p. | ||
| 500 | _aIncludes author index; Cd: Software DerivaGem, version 2.01. | ||
| 504 | _aIncludes bibliographical references; | ||
| 505 | 0 | _tChapter 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. | |
| 650 | 0 | 0 |
_aMERCADO DE FUTUROS _927335 |
| 650 | 0 | 0 |
_aINTERES [FINANZAS] _968433 |
| 904 | _aRosana | ||
| 905 | _a21012-BC | ||
| 905 | _a21015-BC | ||
| 905 | _a21081-BB | ||
| 905 | _a21081-BC | ||
| 907 | _aClaudia | ||
| 942 |
_2ddc _cLIB |
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| 999 |
_c32772 _d32772 |
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