000			01728nam a2200229Ia 4500
003			OSt
005			20210712150739.0
008			210310t2006 eu ad fr 000 0 eng d
020			_a0131499084
040			_aCO-JMCR _cCO-JMCR
041	0		_aeng
082	0	4	_a332.645 / _bH913o _223
100	1		_aHull, John C., _916223 _eautor
245	1	0	_aOptions, futures, and other derivatives / _cJohn C. Hull
250			_aSixth edition
260			_aNueva Jersey: _bPearson Prentice Hall, _c© 2006
300			_axxii, 789 páginas : _bilustraciones y gráficas a blanco y negro ; _c26 cm. + _e1 cd
505	0		_aMechanies 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	1	4	_aSeguridad derivada _916225
650	2	4	_aFuturos _938411
942			_2ddc _cBK
999			_c8061 _d8061