000			02238nam a2200397 a 4500
001			000551790
003			UIASF
005			20240105150430.0
008			101005s2009 njua rb 001 0 eng d
010			_a2008010842
020			_a9780136015864
020			_a0136015867
035			_a357950
040			_aDLC _bspa _cDLC _dUIASF
050		4	_aHG 6024.A3 _bH85.2009
100	1		_aHull, John, _d1946- _9176399
245	1	0	_aOptions, futures and other derivatives / _cJohn C. Hull.
250			_a7th ed.
260			_aUpper Saddle River, NJ : _bPearson Prentice Hall, _c2009.
300			_axxii, 822 p. : _bil. ; _c26 cm. + _e1 disco óptico láser (4 3/4 plg.)
440		4	_aThe Prentice Hall series in finance
504			_aIncluye referencias bibliográficas e índice.
505	0		_aIntroduction -- Mechanics of futures markets -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- 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 -- Options on futures -- Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk -- Credit derivatives -- Exotic options -- Insurance, weather, and energy derivatives -- More on models and numerical procedures -- Martingales 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 -- Real options -- Derivatives mishaps and what we can learn from them.
544			_aSolicitar el disco en el mostrador de Colecciones Especiales.
650		4	_aFuturos
650		4	_aOpciones (Finanzas)
650		4	_aDerivados financieros
650		0	_aFutures.
650		0	_aStock options.
650		0	_aDerivative securities.
905			_a01
942			_cNEWBFXC1
999			_c520334 _d520334
980			_851 _gRonald RUIZ