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Add the result to your basket Make a suggestion Refine your search Apply to external sourcesSET Collection. Options, futures, / Hull, John, 1946- / c2012
Collection Title: SET Collection Title : Options, futures, : and other derivatives Material Type: printed text Authors: Hull, John, 1946-, Author Edition statement: 8the ed. Publication Date: c2012 Pagination: xxi, 841 Layout: ill. Size: 26 cm. Accompanying material: 1 CD-ROM (4 3/4 in.) ISBN (or other code): 978-0-273-75907-2 Price: Gift. Languages : English (eng) Descriptors: [LCSH]Derivative securities
[LCSH]Futures
[LCSH]Stock optionsKeywords: Futures.
Stock options.
Derivative securities.Class number: HG6024.A3 H85 2012 Contents note: Introduction.-- Mechanics of future markets.-- Hedging strtegies using futures.-- Interest rates.-- Determination of forward and futures prices.-- Interest rate futures.-- Swaps.-- Securitization and the credit crisis of 2007.-- Mechanics of option markets.-- Properties of stock options.-- Trading strategies involving options.-- Binomial tress.-- Wiener processes and ito's lemma.-- The black-scholes-merton model.-- Employee stock options.-- Option on stock indices and currencies.-- Future options.-- The Greek letters.-- Volatility smiles.-- Basic numerical procedures.-- Value at risk.-- Estimating volatilities and correlations.-- credit risk.-- credit derivatives.-- Exotic options.-- 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 reviited.-- Energy and commodity derivatives.-- Real options.-- Derivatives mishaps and what we can learn from them.-- Derivatives markets in developing countries.-- Curricular : BBA/GE/MBA Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=23896 SET Collection. Options, futures, : and other derivatives [printed text] / Hull, John, 1946-, Author . - 8the ed. . - c2012 . - xxi, 841 : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.).
ISBN : 978-0-273-75907-2 : Gift.
Languages : English (eng)
Descriptors: [LCSH]Derivative securities
[LCSH]Futures
[LCSH]Stock optionsKeywords: Futures.
Stock options.
Derivative securities.Class number: HG6024.A3 H85 2012 Contents note: Introduction.-- Mechanics of future markets.-- Hedging strtegies using futures.-- Interest rates.-- Determination of forward and futures prices.-- Interest rate futures.-- Swaps.-- Securitization and the credit crisis of 2007.-- Mechanics of option markets.-- Properties of stock options.-- Trading strategies involving options.-- Binomial tress.-- Wiener processes and ito's lemma.-- The black-scholes-merton model.-- Employee stock options.-- Option on stock indices and currencies.-- Future options.-- The Greek letters.-- Volatility smiles.-- Basic numerical procedures.-- Value at risk.-- Estimating volatilities and correlations.-- credit risk.-- credit derivatives.-- Exotic options.-- 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 reviited.-- Energy and commodity derivatives.-- Real options.-- Derivatives mishaps and what we can learn from them.-- Derivatives markets in developing countries.-- Curricular : BBA/GE/MBA Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=23896 Hold
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Barcode Call number Media type Location Section Status 32002000397826 HG6024.A3 H85 2012 Book Main Library SET Corner Available
Title : Derivative securities Material Type: printed text Authors: Jarrow, Robert A., Author ; Turnbull, Stuart M. (Stuart McLean) (1947-), Associated Name Edition statement: 2nd ed. Publisher: South-Western College Pub. Publication Date: 2000 Pagination: xx, 684 p. Layout: ill., cloth Size: 24 cm. ISBN (or other code): 0538877405 Price: 4900 Baht Languages : English (eng) Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2737 Derivative securities [printed text] / Jarrow, Robert A., Author ; Turnbull, Stuart M. (Stuart McLean) (1947-), Associated Name . - 2nd ed. . - Australia, Cincinnati, Ohio : South-Western College Pub., 2000 . - xx, 684 p. : ill., cloth ; 24 cm.
ISBN : 0538877405 : 4900 Baht
Languages : English (eng)
Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2737 Hold
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Barcode Call number Media type Location Section Status 32002000031383 HG6024.A3 J37 2000 Book Graduate Library General Shelf Available
Title : Derivatives : an introduction Material Type: printed text Authors: Strong, Robert A., Author Publisher: South-Western/Thomson Learning Publication Date: 2002 Pagination: xx, 444 p. Layout: ill., hbk. Size: 24 cm. ISBN (or other code): 0324041748 Languages : English (eng) Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2631 Derivatives : an introduction [printed text] / Strong, Robert A., Author . - Australia : South-Western/Thomson Learning, 2002 . - xx, 444 p. : ill., hbk. ; 24 cm.
ISBN : 0324041748
Languages : English (eng)
Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2631 Hold
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Barcode Call number Media type Location Section Status 32002000049260 HG6024.A3 S78 2002 c.1 Book Graduate Library General Shelf Available 32002000049427 HG6024.A3 S78 2002 c.2 Book Main Library General Shelf Available
Title : Derivatives markets Material Type: printed text Authors: McDonald, Robert L. (Robert Lynch) (1954-), Author Edition statement: 2nd ed., Pearson Intn. ed. Publisher: Boston : Addison-Wesley Publication Date: 2006 Series: The Addison-Wesley series in finance Pagination: xxix, 964 p. Layout: ill., pbk. Size: 24 cm. Accompanying material: 1 CD-ROM (4 3/4 in.). ISBN (or other code): 0321311493 Price: 697 Baht Languages : English (eng) Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=11823 Derivatives markets [printed text] / McDonald, Robert L. (Robert Lynch) (1954-), Author . - 2nd ed., Pearson Intn. ed. . - , 2006 . - xxix, 964 p. : ill., pbk. ; 24 cm. + 1 CD-ROM (4 3/4 in.).. - (The Addison-Wesley series in finance) .
ISBN : 0321311493 : 697 Baht
Languages : English (eng)
Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=11823 Hold
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Barcode Call number Media type Location Section Status 32002000199305 HG6024.A3 M478 2006 c.1 Book Main Library General Shelf Available 32002000211555 HG6024.A3 M478 2006 c.1 CD Accompany Main Library Library Counter Available
Title : Financial engineering : derivatives and risk management Material Type: printed text Authors: Cuthbertson, Keith, Author ; Nitzsche, Dirk, Associated Name Publisher: John Wiley & Sons Publication Date: 2001 Pagination: xxi, 776 p. Layout: ill., pbk. Size: 25 cm. ISBN (or other code): 0471495840 Price: 3300 Baht Languages : English (eng) Descriptors: [LCSH]Derivative securities
[LCSH]Financial engineering
[LCSH]Risk managementCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=1057 Financial engineering : derivatives and risk management [printed text] / Cuthbertson, Keith, Author ; Nitzsche, Dirk, Associated Name . - Chichester, New York : John Wiley & Sons, 2001 . - xxi, 776 p. : ill., pbk. ; 25 cm.
ISBN : 0471495840 : 3300 Baht
Languages : English (eng)
Descriptors: [LCSH]Derivative securities
[LCSH]Financial engineering
[LCSH]Risk managementCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=1057 Hold
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Barcode Call number Media type Location Section Status 32002000015022 HG6024.A3 C88 2001 c.1 Book Graduate Library General Shelf Available 32002000015014 HG6024.A3 C88 2001 c.2 Book Main Library General Shelf Available
Title : Financial markets and institutions Material Type: printed text Authors: Madura, Jeff, Author Edition statement: 5th ed. Publisher: South-Western/Thomson Learning Publication Date: 2001 Pagination: xx, 1 v. (col.) Layout: ill., maps, cloth Size: 26 cm. ISBN (or other code): 0324027443 Price: 4642 Baht Languages : English (eng) Descriptors: [LCSH]Capital market
[LCSH]Derivative securities
[LCSH]Financial institutions
[LCSH]Money marketCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2739 Financial markets and institutions [printed text] / Madura, Jeff, Author . - 5th ed. . - Australia : South-Western/Thomson Learning, 2001 . - xx, 1 v. (col.) : ill., maps, cloth ; 26 cm.
ISBN : 0324027443 : 4642 Baht
Languages : English (eng)
Descriptors: [LCSH]Capital market
[LCSH]Derivative securities
[LCSH]Financial institutions
[LCSH]Money marketCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2739 Hold
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Barcode Call number Media type Location Section Status 32002000031243 HG173 M26 2001 Book Main Library Library Counter Available
Title : Foundations in strategic management Material Type: printed text Authors: Harrison, Jeffrey S., Author ; St. John, Caron H., Associated Name Edition statement: 2nd ed. Publisher: South-Western Publication Date: 2002 Pagination: xiii, 168 p. Layout: ill., pbk. Size: 26 cm. ISBN (or other code): 0324070993 Price: 1718 Baht Languages : English (eng) Descriptors: [LCSH]Derivative securities
[LCSH]Strategic planningCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2740 Foundations in strategic management [printed text] / Harrison, Jeffrey S., Author ; St. John, Caron H., Associated Name . - 2nd ed. . - Australia : South-Western, 2002 . - xiii, 168 p. : ill., pbk. ; 26 cm.
ISBN : 0324070993 : 1718 Baht
Languages : English (eng)
Descriptors: [LCSH]Derivative securities
[LCSH]Strategic planningCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=2740 Hold
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Barcode Call number Media type Location Section Status 32002000031284 HD30.28 H3757 2002 Book Main Library Library Counter Available
Title : Managing currency risk : using financial derivatives Material Type: printed text Authors: Stephens, John J. (John Joseph) (1945-), Author ; Institute of Internal Auditors (U.K.), Associated Name Publisher: Wiley Publication Date: 2001 Pagination: vi, 212 p. Layout: ill., pbk. Size: 25 cm. ISBN (or other code): 0471498866 Price: 3960 Baht General note: "The Institute of Internal Auditors, UK and Ireland." ,"IIA risk management series"--Jkt. Languages : English (eng) Descriptors: [LCSH]Derivative securities
[LCSH]Foreign exchange
[LCSH]Risk managementCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=686 Managing currency risk : using financial derivatives [printed text] / Stephens, John J. (John Joseph) (1945-), Author ; Institute of Internal Auditors (U.K.), Associated Name . - Chichester, New York : Wiley, 2001 . - vi, 212 p. : ill., pbk. ; 25 cm.
ISBN : 0471498866 : 3960 Baht
"The Institute of Internal Auditors, UK and Ireland." ,"IIA risk management series"--Jkt.
Languages : English (eng)
Descriptors: [LCSH]Derivative securities
[LCSH]Foreign exchange
[LCSH]Risk managementCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=686 Hold
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Barcode Call number Media type Location Section Status 32002000019263 HG3851 S75 2001 c.2 Book Main Library General Shelf Available 32002000019255 HG3851 S75 2001 c.1 Book Main Library Library Counter Available
Title : Managing energy risk : a nontechnical guide to markets and trading Material Type: printed text Authors: Wengler, John, Author Publisher: PennWell Publishing Company Publication Date: 2001 Pagination: xx., 390 p. Layout: ill., hbk. Size: 24 cm. ISBN (or other code): 0878147942 Price: 2978 Baht Languages : English (eng) Descriptors: [LCSH]Commodity futures
[LCSH]Derivative securities
[LCSH]Electric utilities -- Finance
[LCSH]Energy industries -- Finance
[LCSH]Risk management
[LCSH]Stocks -- PricesCurricular : MSMT/PhDT Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=9234 Managing energy risk : a nontechnical guide to markets and trading [printed text] / Wengler, John, Author . - Tulsa, Okla. : PennWell Publishing Company, 2001 . - xx., 390 p. : ill., hbk. ; 24 cm.
ISBN : 0878147942 : 2978 Baht
Languages : English (eng)
Descriptors: [LCSH]Commodity futures
[LCSH]Derivative securities
[LCSH]Electric utilities -- Finance
[LCSH]Energy industries -- Finance
[LCSH]Risk management
[LCSH]Stocks -- PricesCurricular : MSMT/PhDT Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=9234 Hold
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Barcode Call number Media type Location Section Status 32002000151983 HG6047.E43 W46 2001 c.1 Book Graduate Library General Shelf Available
Title : Managing interest rate risk : using financial derivatives Material Type: printed text Authors: Stephens, John J. (John Joseph) (1945-), Author Publisher: John Wiley Publication Date: 2002 Series: IIA risk management series Pagination: xv, 184 p. Layout: ill., cloth Size: 25 cm. ISBN (or other code): 0471485497 Price: 3960 Baht General note: Includes index. Languages : English (eng) Descriptors: [LCSH]Derivative securities
[LCSH]Interest rate futures
[LCSH]Interest rate riskCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=725 Managing interest rate risk : using financial derivatives [printed text] / Stephens, John J. (John Joseph) (1945-), Author . - , 2002 . - xv, 184 p. : ill., cloth ; 25 cm.. - (IIA risk management series) .
ISBN : 0471485497 : 3960 Baht
Includes index.
Languages : English (eng)
Descriptors: [LCSH]Derivative securities
[LCSH]Interest rate futures
[LCSH]Interest rate riskCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=725 Hold
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Barcode Call number Media type Location Section Status 32002000019370 HG6024.5 S744 2002 c.1 Book Graduate Library General Shelf Available 32002000019388 HG6024.5 S744 2002 c.2 Book Main Library General Shelf Available
Title : Monte Carlo methods in financial engineering Material Type: printed text Authors: Glasserman, Paul (1962-), Author Publisher: New York : Springer Publication Date: 2004 Series: Applications of mathematics Pagination: xiii, 596 p. Layout: ill., hbk. Size: 25 cm. ISBN (or other code): 9780387004518 Price: 2350 Baht Languages : English (eng) Descriptors: [LCSH]Derivative securities
[LCSH]Financial engineering
[LCSH]Monte Carlo methodCurricular : BALA/GE Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=14656 Monte Carlo methods in financial engineering [printed text] / Glasserman, Paul (1962-), Author . - , 2004 . - xiii, 596 p. : ill., hbk. ; 25 cm.. - (Applications of mathematics) .
ISBN : 9780387004518 : 2350 Baht
Languages : English (eng)
Descriptors: [LCSH]Derivative securities
[LCSH]Financial engineering
[LCSH]Monte Carlo methodCurricular : BALA/GE Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=14656 Hold
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Barcode Call number Media type Location Section Status 32002000250033 HG176.7 G549 2004 Book Main Library Library Counter Available
Title : Risk management and analysis Material Type: printed text Authors: Alexander, Carol, Author Publisher: John Wiley & Sons Publication Date: 1998 Series: Wiley series in financial engineering Pagination: 2 v. Layout: ill., hbk. : v.1 Size: 25 cm. ISBN (or other code): 0471979570 Price: 2252 Baht General note: Library has v.2 New markets and products. Languages : English (eng) Descriptors: [LCSH]Bank capital
[LCSH]Capital market -- Developing countries
[LCSH]Derivative securities
[LCSH]Financial futures
[LCSH]Risk managementCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=4178 Risk management and analysis [printed text] / Alexander, Carol, Author . - , 1998 . - 2 v. : ill., hbk. : v.1 ; 25 cm.. - (Wiley series in financial engineering) .
ISBN : 0471979570 : 2252 Baht
Library has v.2 New markets and products.
Languages : English (eng)
Descriptors: [LCSH]Bank capital
[LCSH]Capital market -- Developing countries
[LCSH]Derivative securities
[LCSH]Financial futures
[LCSH]Risk managementCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=4178 Hold
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Barcode Call number Media type Location Section Status 32002000068534 HG6024.3 R57 1998 c.1 Book Graduate Library General Shelf Available 32002000068542 HG6024.3 R57 1998 c.2 Book Main Library General Shelf Available
Title : Swaps and other derivatives Material Type: printed text Authors: Flavell, Richard, Author Publisher: J. Wiley Publication Date: 2002 Series: Wiley finance series Pagination: xii, 451 p. Layout: ill., cloth Size: 26 cm. Accompanying material: 1 CD-ROM (4 3/4 in.). ISBN (or other code): 0471495891 Price: 4400 Baht Languages : English (eng) Descriptors: [LCSH]Derivative securities
[LCSH]Swaps (Finance)Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=814 Swaps and other derivatives [printed text] / Flavell, Richard, Author . - , 2002 . - xii, 451 p. : ill., cloth ; 26 cm. + 1 CD-ROM (4 3/4 in.).. - (Wiley finance series) .
ISBN : 0471495891 : 4400 Baht
Languages : English (eng)
Descriptors: [LCSH]Derivative securities
[LCSH]Swaps (Finance)Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=814 Hold
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Barcode Call number Media type Location Section Status 32002000019065 HG6024.A3 F5864 2002 c.1 Book Graduate Library General Shelf Available 32002000110906 HG6024.A3 F5864 2002 c.1 CD Accompany Graduate Library Library Counter Available 32002000019099 HG6024.A3 F5864 2002 c.2 Book Main Library General Shelf Available 32002000134435 HG6024.A3 F5864 2002 c.2 CD Accompany Main Library Library Counter Available
Title : Traders, guns & money : knowns and unknowns in the dazzling world of derivatives Material Type: printed text Authors: Das, Satyajit, Author Publisher: Financial Times Prentice Hall Publication Date: 2006 Pagination: xii, 334 p. Layout: ill., pbk. Size: 24 cm. ISBN (or other code): 9780273704744 Price: 673 Baht General note: With compliments of Dr. John Christopher Walsh Languages : English (eng) Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=12842 Traders, guns & money : knowns and unknowns in the dazzling world of derivatives [printed text] / Das, Satyajit, Author . - Harlow, England, New York : Financial Times Prentice Hall, 2006 . - xii, 334 p. : ill., pbk. ; 24 cm.
ISBN : 9780273704744 : 673 Baht
With compliments of Dr. John Christopher Walsh
Languages : English (eng)
Descriptors: [LCSH]Derivative securities Curricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=12842 Hold
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Barcode Call number Media type Location Section Status 32002000222917 HG6024.A3 D229 2006 Book Graduate Library General Shelf Available
Title : Weather risk management : markets, products, and applications Material Type: printed text Authors: Banks, Erik, Author ; Element Re Capital Products Inc., Associated Name Publisher: Palgrave Publication Date: 2002 Series: Finance and capital markets Pagination: xvii, 366 p. Layout: ill., maps, hbk. Size: 24 cm. ISBN (or other code): 0333972252 Price: 10200 Baht Languages : English (eng) Descriptors: [LCSH]Capital market
[LCSH]Derivative securities
[LCSH]Risk management
[LCSH]Weather -- Economic aspectsCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=3509 Weather risk management : markets, products, and applications [printed text] / Banks, Erik, Author ; Element Re Capital Products Inc., Associated Name . - , 2002 . - xvii, 366 p. : ill., maps, hbk. ; 24 cm.. - (Finance and capital markets) .
ISBN : 0333972252 : 10200 Baht
Languages : English (eng)
Descriptors: [LCSH]Capital market
[LCSH]Derivative securities
[LCSH]Risk management
[LCSH]Weather -- Economic aspectsCurricular : BBA/MBA/MSM/PhDM Record link: http://libsearch.siu.ac.th/siu/opac_css/index.php?lvl=notice_display&id=3509 Hold
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Barcode Call number Media type Location Section Status 32002000052116 HG6024.A3 W4 2002 c.1 Book Graduate Library General Shelf Available 32002000052124 HG6024.A3 W4 2002 c.2 Book Main Library General Shelf Available
