Options, futures, and other derivatives / (Registro nro. 8061)

Detalles MARC
000 -LEADER
fixed length control field 01728nam a2200229Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210712150739.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 210310t2006 eu ad fr 000 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0131499084
040 ## - CATALOGING SOURCE
Original cataloging agency CO-JMCR
Transcribing agency CO-JMCR
041 0# - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.645 /
Item number H913o
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Hull, John C.,
9 (RLIN) 16223
Relator term autor
245 10 - TITLE STATEMENT
Title Options, futures, and other derivatives /
Statement of responsibility, etc. John C. Hull
250 ## - EDITION STATEMENT
Edition statement Sixth edition
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Nueva Jersey:
Name of publisher, distributor, etc. Pearson Prentice Hall,
Date of publication, distribution, etc. © 2006
300 ## - PHYSICAL DESCRIPTION
Extent xxii, 789 páginas :
Other physical details ilustraciones y gráficas a blanco y negro ;
Dimensions 26 cm. +
Accompanying material 1 cd
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Mechanies of futures markets -- Hedging strategies using -- Hedging strategies using futures -- Interest rates -- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanies of option markets -- Properties stock options -- Trading strategies involving options -- Binomial trees -- Wiener processes and Ito´s lemma -- The black Scholes merton model -- Option on stock indices, currencies, and futures -- The Greek letters -- Volatility smiles -- Basic numerical procedures -- Value at risk -- Estimating volatilities and correlations -- Credit risk -- Credit derivaties -- Exotic options -- Weather, energy, and insurance derivatives -- More on models and numerical procedures -- Martingales and measures -- Interest rate derivatives: the standard market models -- Convexity, timing, and quanto adjustments -- Interest derivatives: models of the short rate -- Interest rate derivatives: HJM and LMM -- Swaps revisted -- Revisited -- Real options -- Derivatives mishaps and what we can learn from them
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Seguridad derivada
9 (RLIN) 16225
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Futuros
9 (RLIN) 38411
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Existencias
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Date acquired Source of acquisition Full call number Barcode Date last seen Copy number Koha item type Shelving location Total Checkouts Price effective from
    Dewey Decimal Classification     Non-fiction Biblioteca Pública José María del Castillo y Rada Biblioteca Pública José María del Castillo y Rada 04/15/2018 Donación 332.645 / H913o 430002915 05/16/2024 Ej.1 Books      
    Dewey Decimal Classification     Non-fiction Biblioteca Pública José María del Castillo y Rada Biblioteca Pública José María del Castillo y Rada 04/15/2018 Donación 332.645 / H913o 201811098 07/12/2021 Ej.1 Books Audio Visual   07/12/2021