Verfügbarkeit: Options, futures, and other derivatives

Options, futures, and other derivatives:

Gespeichert in:

Bibliographische Detailangaben
Beteilige Person:	Hull, John 1946- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Boston ; Munich [u.a.] Pearson 2015
Ausgabe:	9. ed.
Schlagwörter:	Futures Stock options Derivative securities Stochastik Financial Futures Optionspreistheorie Optionsgeschäft Derivat > Wertpapier Optionshandel Option Finanzmathematik Diskette Optionsmarkt Termingeschäft Aufgabensammlung
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027698168&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XXI, 869 S. graph. Darst.
ISBN:	9780133456318 0133456315

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV042260386
003	DE-604
005	20150331
007	t\|
008	150108s2015 xxud\|\|\| \|\|\|\| 00\|\|\| eng d
020			\|a 9780133456318 \|c hbk \|9 978-0-13-345631-8
020			\|a 0133456315 \|c hbk \|9 0-13-345631-5
035			\|a (OCoLC)890010040
035			\|a (DE-599)BVBBV042260386
040			\|a DE-604 \|b ger \|e aacr
041	0		\|a eng
044			\|a xxu \|c US
049			\|a DE-473 \|a DE-523 \|a DE-739 \|a DE-91 \|a DE-19 \|a DE-634 \|a DE-20 \|a DE-858 \|a DE-945 \|a DE-355 \|a DE-384
050		0	\|a HG6024.A3
082	0		\|a 332.64/52
084			\|a QK 600 \|0 (DE-625)141666: \|2 rvk
084			\|a QK 620 \|0 (DE-625)141668: \|2 rvk
084			\|a QK 660 \|0 (DE-625)141676: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
084			\|a WIR 175f \|2 stub
084			\|a WIR 170f \|2 stub
100	1		\|a Hull, John \|d 1946- \|e Verfasser \|0 (DE-588)109733290 \|4 aut
245	1	0	\|a Options, futures, and other derivatives \|c John C. Hull
250			\|a 9. ed.
264		1	\|a Boston ; Munich [u.a.] \|b Pearson \|c 2015
300			\|a XXI, 869 S. \|b graph. Darst.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
650		4	\|a Futures
650		4	\|a Stock options
650		4	\|a Derivative securities
650	0	7	\|a Stochastik \|0 (DE-588)4121729-9 \|2 gnd \|9 rswk-swf
650	0	7	\|a Financial Futures \|0 (DE-588)4128564-5 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionspreistheorie \|0 (DE-588)4135346-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionsgeschäft \|0 (DE-588)4043670-6 \|2 gnd \|9 rswk-swf
650	0	7	\|a Derivat \|g Wertpapier \|0 (DE-588)4381572-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionshandel \|0 (DE-588)4126185-9 \|2 gnd \|9 rswk-swf
650	0	7	\|a Option \|0 (DE-588)4115452-6 \|2 gnd \|9 rswk-swf
650	0	7	\|a Finanzmathematik \|0 (DE-588)4017195-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Diskette \|0 (DE-588)4122115-1 \|2 gnd \|9 rswk-swf
650	0	7	\|a Optionsmarkt \|0 (DE-588)4381644-7 \|2 gnd \|9 rswk-swf
650	0	7	\|a Termingeschäft \|0 (DE-588)4117190-1 \|2 gnd \|9 rswk-swf
655		7	\|0 (DE-588)4143389-0 \|a Aufgabensammlung \|2 gnd-content
689	0	0	\|a Optionspreistheorie \|0 (DE-588)4135346-8 \|D s
689	0		\|5 DE-604
689	1	0	\|a Optionsgeschäft \|0 (DE-588)4043670-6 \|D s
689	1	1	\|a Financial Futures \|0 (DE-588)4128564-5 \|D s
689	1	2	\|a Derivat \|g Wertpapier \|0 (DE-588)4381572-8 \|D s
689	1		\|8 1\p \|5 DE-604
689	2	0	\|a Termingeschäft \|0 (DE-588)4117190-1 \|D s
689	2	1	\|a Optionshandel \|0 (DE-588)4126185-9 \|D s
689	2	2	\|a Diskette \|0 (DE-588)4122115-1 \|D s
689	2		\|8 2\p \|5 DE-604
689	3	0	\|a Termingeschäft \|0 (DE-588)4117190-1 \|D s
689	3	1	\|a Option \|0 (DE-588)4115452-6 \|D s
689	3		\|8 3\p \|5 DE-604
689	4	0	\|a Finanzmathematik \|0 (DE-588)4017195-4 \|D s
689	4	1	\|a Stochastik \|0 (DE-588)4121729-9 \|D s
689	4		\|8 4\p \|5 DE-604
689	5	0	\|a Optionsmarkt \|0 (DE-588)4381644-7 \|D s
689	5		\|8 5\p \|5 DE-604
856	4	2	\|m Digitalisierung UB Bamberg - ADAM Catalogue Enrichment \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027698168&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
883	1		\|8 1\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
883	1		\|8 2\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
883	1		\|8 3\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
883	1		\|8 4\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
883	1		\|8 5\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
943	1		\|a oai:aleph.bib-bvb.de:BVB01-027698168

Datensatz im Suchindex

DE-BY-TUM_call_number	0003 WIR 175f 2009 L 365(9) 0004 WIR 175f 2009 B 495(9)
DE-BY-TUM_katkey	2103961
DE-BY-TUM_location	00
DE-BY-TUM_media_number	040008229429 040008229372 040008229407 040008229394 040008103268 040008103279 040008103280 040008103246 040008103257 040008229383 040008229418
_version_	1821934061360250880
adam_text	CONTENTS IN BRIEF List of Business Snapshots ...........................................................................xvii List of Technical Notes................................................................................xviii Preface .......................................................................................................xix 1. Introduction ...................................................................................................1 2. Mechanics of futures markets .........................................................................24 3. Hedging strategies using futures ......................................................................49 4. Interest rates ................................................................................................77 5. Determination of forward and futures prices ................................................... 104 6. Interest rate futures ..................................................................................... 132 7. Swaps ....................................................................................................... 152 8. Securitization and the credit crisis of 2007...................................................... 185 9. OIS discounting, credit issues, and funding costs .............................................200 10. Mechanics of options markets ......................................................................213 11. Properties of stock options ...........................................................................234 12. Trading strategies involving options ...............................................................254 13. Binomial trees ............................................................................................274 14. Wiener processes and Itô s lemma .................................................................302 15. The Black-Scholes-Merton model ................................................................321 16. Employee stock options ...............................................................................354 17. Options on stock indices and currencies .........................................................367 18. Futures options ..........................................................................................383 19. The Greek letters ........................................................................................399 20. Volatility smiles ..........................................................................................431 21. Basic numerical procedures ..........................................................................450 22. Value at risk ..............................................................................................494 23. Estimating volatilities and correlations ...........................................................521 24. Credit risk .................................................................................................544 25. Credit derivatives ........................................................................................571 26. Exotic options ............................................................................................598 27. More on models and numerical procedures .....................................................624 28. Martingales and measures ............................................................................655 29. Interest rate derivatives: The standard market models .......................................673 30. Convexity, timing, and quanto adjustments .....................................................693 31. Interest rate derivatives: Models of the short rate .............................................706 32. HJM, LMM, and multiple zero curves ...........................................................740 33. Swaps Revisited ..........................................................................................760 34. Energy and commodity derivatives ................................................................775 35. Real options ..............................................................................................792 36. Derivatives mishaps and what we can learn from them .....................................806 Glossary of terms .......................................................................................818 DerivaGem software ....................................................................................840 Major exchanges trading futures and options ..................................................845 Tables for N(x) ...........................................................................................846 Author index ..............................................................................................847 Subject index ..............................................................................................852 Contents List of Business Snapshots ..............................................................................xvii List of Technical Notes .................................................................................xviii Preface .......................................................................................................xix Chapter 1. Introduction ....................................................................................................1 1.1 Exchange-traded markets ........................................................................2 1.2 Over-the-counter markets ........................................................................3 1.3 Forward contracts ..................................................................................6 1.4 Futures contracts ...................................................................................8 1.5 Options ................................................................................................8 1.6 Types of traders ................................................................................... 11 1.7 Hedgers .............................................................................................. 11 1.8 Speculators .........................................................................................14 1.9 Arbitrageurs ........................................................................................ 16 1.10 Dangers .............................................................................................17 Summary ............................................................................................18 Further reading ................................................................................... 19 Practice questions .................................................................................19 Further questions .................................................................................21 Chapter 2. Mechanics of futures markets ...........................................................................24 2.1 Background ........................................................................................24 2.2 Specification of a futures contract ...........................................................26 2.3 Convergence of futures price to spot price ...............................................28 2.4 The operation of margin accounts ..........................................................29 2.5 OTC markets ......................................................................................32 2.6 Market quotes .....................................................................................35 2.7 Delivery .............................................................................................38 2.8 Types of traders and types of orders .......................................................39 2.9 Regulation ..........................................................................................40 2.10 Accounting and tax ..............................................................................41 2.11 Forward vs. futures contracts .................................................................43 Summary ............................................................................................44 Further reading ...................................................................................45 Practice questions .................................................................................45 Further questions .................................................................................47 Chapter 3. Hedging strategies using futures ........................................................................49 3.1 Basic principles ....................................................................................49 3.2 Arguments for and against hedging ........................................................51 3.3 Basis risk ............................................................................................54 3.4 Cross hedging .....................................................................................58 vii viii Contents 3.5 Stock index futures ...............................................................................62 3.6 Stack and roll ......................................................................................68 Summary ............................................................................................70 Further reading ....................................................................................70 Practice questions .................................................................................71 Further questions .................................................................................73 Appendix: Capital asset pricing model ....................................................75 Chapter 4. Interest rates .................................................................................................77 4.1 Types of rates ......................................................................................77 4.2 Measuring interest rates ........................................................................79 4.3 Zero rates ...........................................................................................82 4.4 Bond pricing .......................................................................................82 4.5 Determining Treasury zero rates .............................................................84 4.6 Forward rates ......................................................................................86 4.7 Forward rate agreements .......................................................................88 4.8 Duration .............................................................................................91 4.9 Convexity ............................................................................................95 4.10 Theories of the term structure of interest rates ..........................................96 Summary ............................................................................................98 Further reading ....................................................................................99 Practice questions .................................................................................99 Further questions ............................................................................... 102 Chapter 5. Determination of forward and futures prices ...................................................... 104 5.1 Investment assets vs. consumption assets ............................................... 104 5.2 Short selling ...................................................................................... 105 5.3 Assumptions and notation ................................................................... 106 5.4 Forward price for an investment asset ................................................... 107 5.5 Known income .................................................................................. 110 5.6 Known yield ...................................................................................... 112 5.7 Valuing forward contracts ................................................................... 112 5.8 Are forward prices and futures prices equal? .......................................... 114 5.9 Futures prices of stock indices .............................................................. 115 5.10 Forward and futures contracts on currencies .......................................... 117 5.11 Futures on commodities ...................................................................... 120 5.12 The cost of carry ................................................................................ 123 5.13 Delivery options ................................................................................. 124 5.14 Futures prices and expected future spot prices ........................................ 124 Summary .......................................................................................... 126 Further reading .................................................................................. 128 Practice questions ............................................................................... 128 Further questions ............................................................................... 130 Chapter 6. Interest rate futures ......................................................................................132 6.1 Day count and quotation conventions ................................................... 132 6.2 Treasury bond futures ......................................................................... 135 6.3 Eurodollar futures .............................................................................. 140 6.4 Duration-based hedging strategies using futures ...................................... 145 6.5 Hedging portfolios of assets and liabilities ............................................. 147 Summary .......................................................................................... 147 Further reading .................................................................................. 148 Practice questions ............................................................................... 148 Further questions ............................................................................... 150 Contents ix Chapter 7. Swaps .........................................................................................................152 7.1 Mechanics of interest rate swaps ...........................................................153 7.2 Day count issues .................................................................................158 7.3 Confirmations ....................................................................................159 7.4 The comparative-advantage argument ....................................................159 7.5 The nature of swap rates ......................................................................163 7.6 Determining the LIBOR/swap zero rates ................................................164 7.7 Valuation of interest rate swaps .............................................................164 7.8 Term structure effects ..........................................................................168 7.9 Fixed-for-fixed currency swaps ..............................................................168 7.10 Valuation of fixed-for-fixed currency swaps .............................................172 7.11 Other currency swaps ..........................................................................175 7.12 Credit risk .........................................................................................176 7.13 Other types of swaps ...........................................................................178 Summary ...........................................................................................180 Further reading ..................................................................................181 Practice questions ................................................................................181 Further questions ................................................................................183 Chapter 8. Securitization and the credit crisis of 2007........................................................185 8.1 Securitization .....................................................................................185 8.2 The US housing market .......................................................................189 8.3 What went wrong? ..............................................................................193 8.4 The aftermath ....................................................................................195 Summary ...........................................................................................196 Further reading ..................................................................................197 Practice questions ................................................................................198 Further questions ................................................................................198 Chapter 9. OIS discounting, credit issues, and funding costs ................................................200 9.1 The risk-free rate ................................................................................200 9.2 The OIS rate ......................................................................................202 9.3 Valuing swaps and FRAs with OIS discounting ......................................205 9.4 OIS vs. LIBOR: Which is correct? .........................................................206 9.5 Credit risk: CVA and DVA ..................................................................207 9.6 Funding costs .....................................................................................209 Summary ...........................................................................................210 Further reading ..................................................................................211 Practice questions ................................................................................211 Further questions ................................................................................212 Chapter 10. Mechanics of options markets .........................................................................213 10.1 Types of options .................................................................................213 10.2 Option positions .................................................................................215 10.3 Underlying assets ................................................................................217 10.4 Specification of stock options ...............................................................218 10.5 Trading .............................................................................................223 10.6 Commissions ......................................................................................223 10.7 Margin requirements ...........................................................................224 10.8 The options clearing corporation ...........................................................226 10.9 Regulation .........................................................................................227 10.10 Taxation ............................................................................................227 10.11 Warrants, employee stock options, and convertibles .................................229 10.12 Over-the-counter options markets ..........................................................229 x Contents Summary ..........................................................................................230 Further reading ..................................................................................231 Practice questions ...............................................................................231 Further questions ...............................................................................232 Chapter 11. Properties of stock options .............................................................................234 11.1 Factors affecting option prices ..............................................................234 11.2 Assumptions and notation ...................................................................238 11.3 Upper and lower bounds for option prices .............................................238 11.4 Put-call parity ...................................................................................241 11.5 Calls on a non-dividend-paying stock ....................................................245 11.6 Puts on a non-dividend-paying stock .....................................................246 11.7 Effect of dividends .............................................................................249 Summary ..........................................................................................250 Further reading ..................................................................................251 Practice questions ...............................................................................251 Further questions ...............................................................................253 Chapter 12. Trading strategies involving options ..................................................................254 12.1 Principal-protected notes .....................................................................254 12.2 Trading an option and the underlying asset ...........................................256 12.3 Spreads .............................................................................................258 12.4 Combinations ....................................................................................266 12.5 Other payoffs .....................................................................................269 Summary ..........................................................................................270 Further reading ..................................................................................271 Practice questions ...............................................................................271 Further questions ...............................................................................272 Chapter 13. Binomial trees .............................................................................................274 13.1 A one-step binomial model and a no-arbitrage argument .........................274 13.2 Risk-neutral valuation .........................................................................278 13.3 Two-step binomial trees ......................................................................280 13.4 A put example ...................................................................................283 13.5 American options ...............................................................................284 13.6 Delta ................................................................................................285 13.7 Matching volatility with и and d ..........................................................286 13.8 The binomial tree formulas ..................................................................288 13.9 Increasing the number of steps .............................................................288 13.10 Using DerivaGem ..............................................................................289 13.11 Options on other assets .......................................................................290 Summary ..........................................................................................293 Further reading ..................................................................................294 Practice questions ...............................................................................295 Further questions ...............................................................................296 Appendix: Derivation of the Black-Scholes-Merton option-pricing formula from a binomial tree ................................................298 Chapter 14. Wiener processes and Itô s lemma ...................................................................302 14.1 The Markov property .........................................................................302 14.2 Continuous-time stochastic processes .....................................................303 14.3 The process for a stock price ...............................................................308 14.4 The parameters ..................................................................................311 14.5 Correlated processes ...........................................................................312 14.6 Itô s lemma .......................................................................................313 Contents xi 14.7 The lognormal property .......................................................................314 Summary ...........................................................................................315 Further reading ..................................................................................316 Practice questions ................................................................................316 Further questions ................................................................................317 Appendix: Derivation of Itô s lemma .....................................................319 Chapter 15. The Black-Scholes-Merton model ..................................................................321 15.1 Lognormal property of stock prices .......................................................322 15.2 The distribution of the rate of return .....................................................323 15.3 The expected return .............................................................................324 15.4 Volatility ...........................................................................................325 15.5 The idea underlying the Black-Scholes-Merton differential equation .........329 15.6 Derivation of the Black-Scholes-Merton differential equation ..................331 15.7 Risk-neutral valuation .........................................................................334 15.8 Black-Scholes-Merton pricing formulas ................................................335 15.9 Cumulative normal distribution function ................................................338 15.10 Warrants and employee stock options ....................................................339 15.11 Implied volatilities ...............................................................................341 15.12 Dividends ..........................................................................................343 Summary ...........................................................................................346 Further reading ..................................................................................347 Practice questions ................................................................................348 Further questions ................................................................................350 Appendix: Proof of Black-Scholes-Merton formula using risk-neutral valuation ............................................................................352 Chapter 16. Employee stock options ..................................................................................354 16.1 Contractual arrangements .....................................................................354 16.2 Do options align the interests of shareholders and managers? ....................356 16.3 Accounting issues ...............................................................................357 16.4 Valuation ...........................................................................................358 16.5 Backdating scandals ............................................................................363 Summary ...........................................................................................364 Further reading ..................................................................................365 Practice questions ................................................................................365 Further questions ................................................................................366 Chapter 17. Options on stock indices and currencies ............................................................367 17.1 Options on stock indices ......................................................................367 17.2 Currency options ................................................................................369 17.3 Options on stocks paying known dividend yields .....................................372 17.4 Valuation of European stock index options .............................................374 17.5 Valuation of European currency options .................................................377 17.6 American options ...............................................................................378 Summary ...........................................................................................379 Further reading ..................................................................................379 Practice questions ................................................................................380 Further questions ................................................................................382 Chapter 18. Futures options .............................................................................................383 18.1 Nature of futures options .....................................................................383 18.2 Reasons for the popularity of futures options .........................................386 18.3 European spot and futures options ........................................................386 18.4 Put-call parity ...................................................................................387 xii Contents 18.5 Bounds for futures options ..................................................................388 18.6 Valuation of futures options using binomial trees ....................................389 18.7 Drift of a futures prices in a risk-neutral world ......................................391 18.8 Black s model for valuing futures options ..............................................392 18.9 American futures options vs. American spot options ...............................394 18.10 Futures-style options ...........................................................................394 Summary ..........................................................................................395 Further reading ..................................................................................396 Practice questions ...............................................................................396 Further questions ...............................................................................397 Chapter 19. The Greek letters .........................................................................................399 19.1 Illustration ........................................................................................399 19.2 Naked and covered positions ...............................................................400 19.3 A stop-loss strategy ............................................................................400 19.4 Delta hedging ....................................................................................402 19.5 Theta ...............................................................................................409 19.6 Gamma ............................................................................................411 19.7 Relationship between delta, theta, and gamma .......................................414 19.8 Vega................................................................................................415 19.9 Rho .................................................................................................417 19.10 The realities of hedging .......................................................................418 19.11 Scenario analysis ................................................................................419 19.12 Extension of formulas .........................................................................419 19.13 Portfolio insurance .............................................................................422 19.14 Stock market volatility ........................................................................424 Summary ..........................................................................................424 Further reading ..................................................................................426 Practice questions ...............................................................................426 Further questions ...............................................................................428 Appendix: Taylor series expansions and hedge parameters .......................430 Chapter 20. Volatility smiles ...........................................................................................431 20.1 Why the volatility smile is the same for calls and puts .............................431 20.2 Foreign currency options .....................................................................433 20.3 Equity options ...................................................................................436 20.4 Alternative ways of characterizing the volatility smile ...............................437 20.5 The volatility term structure and volatility surfaces ..................................438 20.6 Greek letters ......................................................................................439 20.7 The role of the model .........................................................................440 20.8 When a single large jump is anticipated .................................................440 Summary ..........................................................................................442 Further reading ..................................................................................443 Practice questions ...............................................................................443 Further questions ...............................................................................445 Appendix: Determining implied risk-neutral distributions from volatility smiles ...................................................................447 Chapter 21. Basic numerical procedures ............................................................................450 21.1 Binomial trees ....................................................................................450 21.2 Using the binomial tree for options on indices, currencies, and futures contracts ......................................................................................458 21.3 Binomial model for a dividend-paying stock ...........................................460 21.4 Alternative procedures for constructing trees ..........................................465 Contents xiii 21.5 Time-dependent parameters ..................................................................468 21.6 Monte Carlo simulation .......................................................................469 21.7 Variance reduction procedures ..............................................................475 21.8 Finite difference methods .....................................................................478 Summary ...........................................................................................488 Further reading ..................................................................................489 Practice questions ................................................................................490 Further questions ................................................................................492 Chapter 22. Value at risk ................................................................................................494 22.1 The VaR measure ...............................................................................494 22.2 Historical simulation ...........................................................................497 22.3 Model-building approach .....................................................................501 22.4 The linear model ................................................................................504 22.5 The quadratic model ...........................................................................509 22.6 Monte Carlo simulation .......................................................................511 22.7 Comparison of approaches ...................................................................512 22.8 Stress testing and back testing ...............................................................513 22.9 Principal components analysis ...............................................................513 Summary ...........................................................................................517 Further reading ..................................................................................517 Practice questions ................................................................................518 Further questions ................................................................................519 Chapter 23. Estimating volatilities and correlations ..............................................................521 23.1 Estimating volatility ............................................................................521 23.2 The exponentially weighted moving average model ...................................523 23.3 The GARCH (1,1) model ....................................................................525 23.4 Choosing between the models ...............................................................526 23.5 Maximum likelihood methods ...............................................................527 23.6 Using GARCH (1,1) to forecast future volatility .....................................532 23.7 Correlations .......................................................................................535 23.8 Application of EWMA to four-index example .........................................538 Summary ...........................................................................................540 Further reading ..................................................................................540 Practice questions ................................................................................540 Further questions ................................................................................542 Chapter 24. Credit risk ...................................................................................................544 24.1 Credit ratings .....................................................................................544 24.2 Historical default probabilities ..............................................................545 24.3 Recovery rates ....................................................................................546 24.4 Estimating default probabilities from bond yield spreads ...........................547 24.5 Comparison of default probability estimates ............................................550 24.6 Using equity prices to estimate default probabilities .................................553 24.7 Credit risk in derivatives transactions .....................................................555 24.8 Default correlation ..............................................................................561 24.9 Credit VaR ........................................................................................564 Summary ...........................................................................................567 Further reading ..................................................................................567 Practice questions ................................................................................568 Further questions ................................................................................569 xiv Contents Chapter 25. Credit derivatives .........................................................................................571 25.1 Credit default swaps ...........................................................................572 25.2 Valuation of credit default swaps ..........................................................575 25.3 Credit indices ....................................................................................579 25.4 The use of fixed coupons .....................................................................580 25.5 CDS forwards and options ..................................................................581 25.6 Basket credit default swaps ..................................................................581 25.7 Total return swaps .............................................................................581 25.8 Collateralized debt obligations ..............................................................583 25.9 Role of correlation in a basket CDS and CDO .......................................585 25.10 Valuation of a synthetic CDO ..............................................................585 25.11 Alternatives to the standard market model .............................................592 Summary ..........................................................................................594 Further reading ..................................................................................594 Practice questions ...............................................................................595 Further questions ...............................................................................596 Chapter 26. Exotic options .............................................................................................598 26.1 Packages ...........................................................................................598 26.2 Perpetual American call and put options ...............................................599 26.3 Nonstandard American options ............................................................600 26.4 Gap options ......................................................................................601 26.5 Forward start options .........................................................................602 26.6 Cliquet options ..................................................................................602 26.7 Compound options .............................................................................602 26.8 Chooser options .................................................................................603 26.9 Barrier options ..................................................................................604 26.10 Binary options ...................................................................................606 26.11 Lookback options ..............................................................................607 26.12 Shout options ....................................................................................609 26.13 Asian options ....................................................................................609 26.14 Options to exchange one asset for another .............................................611 26.15 Options involving several assets ............................................................612 26.16 Volatility and variance swaps ...............................................................613 26.17 Static options replication .....................................................................616 Summary ..........................................................................................618 Further reading ..................................................................................619 Practice questions ...............................................................................619 Further questions ...............................................................................621 Chapter 27. More on models and numerical procedures ........................................................624 27.1 Alternatives to Black-Scholes-Merton ..................................................625 27.2 Stochastic volatility models ..................................................................630 27.3 The IVF model ..................................................................................632 27.4 Convertible bonds ..............................................................................633 27.5 Path-dependent derivatives ...................................................................636 27.6 Barrier options ..................................................................................640 27.7 Options on two correlated assets ..........................................................643 27.8 Monte Carlo simulation and American options ......................................646 Summary ..........................................................................................650 Further reading ..................................................................................651 Practice questions ...............................................................................652 Further questions ...............................................................................653 Contents xv Chapter 28. Martingales and measures ..............................................................................655 28.1 The market price of risk ......................................................................656 28.2 Several state variables ..........................................................................659 28.3 Martingales ........................................................................................660 28.4 Alternative choices for the numeraire .....................................................661 28.5 Extension to several factors ..................................................................665 28.6 Black s model revisited ........................................................................666 28.7 Option to exchange one asset for another ...............................................667 28.8 Change of numeraire ...........................................................................668 Summary ...........................................................................................669 Further reading ..................................................................................670 Practice questions ................................................................................670 Further questions ................................................................................672 Chapter 29. Interest rate derivatives: The standard market models ..........................................673 29.1 Bond options .....................................................................................673 29.2 Interest rate caps and floors ..................................................................678 29.3 European swap options ........................................................................684 29.4 OIS discounting ..................................................................................688 29.5 Hedging interest rate derivatives ............................................................688 Summary ...........................................................................................689 Further reading ..................................................................................690 Practice questions ................................................................................690 Further questions ................................................................................691 Chapter 30. Convexity, timing, and quanto adjustments ........................................................693 30.1 Convexity adjustments .........................................................................693 30.2 Timing adjustments .............................................................................697 30.3 Quantos ............................................................................................699 Summary ...........................................................................................702 Further reading ..................................................................................702 Practice questions ................................................................................702 Further questions ................................................................................704 Appendix: Proof of the convexity adjustment formula ..............................705 Chapter 31. Interest rate derivatives: models of the short rate ................................................706 31.1 Background .......................................................................................706 31.2 Equilibrium models .............................................................................707 31.3 No-arbitrage models ............................................................................714 31.4 Options on bonds ...............................................................................719 31.5 Volatility structures .............................................................................720 31.6 Interest rate trees ................................................................................721 31.7 A general tree-building procedure ..........................................................723 31.8 Calibration .........................................................................................732 31.9 Hedging using a one-factor model .........................................................734 Summary ...........................................................................................735 Further reading ..................................................................................735 Practice questions ................................................................................736 Further questions ................................................................................738 Chapter 32. HJM, LMM, and multiple zero curves .............................................................740 32.1 The Heath, Jarrow, and Morton model ..................................................740 32.2 The LIBOR market model ...................................................................743 32.3 Handling multiple zero curves ...............................................................753 32.4 Agency mortgage-backed securities ........................................................755 xvi Contents Summary ..........................................................................................757 Further reading ..................................................................................758 Practice questions ...............................................................................758 Further questions ...............................................................................759 Chapter 33. Swaps Revisited ...........................................................................................760 33.1 Variations on the vanilla deal ..............................................................760 33.2 Compounding swaps ...........................................................................762 33.3 Currency swaps ..................................................................................763 33.4 More complex swaps ..........................................................................764 33.5 Equity swaps .....................................................................................767 33.6 Swaps with embedded options ..............................................................769 33.7 Other swaps ...................................................................................... 771 Summary ..........................................................................................772 Further reading ..................................................................................773 Practice questions ...............................................................................773 Further questions ...............................................................................774 Chapter 34. Energy and commodity derivatives ...................................................................775 34.1 Agricultural commodities ....................................................................775 34.2 Metals ..............................................................................................776 34.3 Energy products .................................................................................777 34.4 Modeling commodity prices .................................................................779 34.5 Weather derivatives ............................................................................. 785 34.6 Insurance derivatives ...........................................................................786 34.7 Pricing weather and insurance derivatives ...............................................786 34.8 How an energy producer can hedge risks ...............................................788 Summary .......................................................................................... 789 Further reading ..................................................................................789 Practice questions ............................................................................... 790 Further question ................................................................................ 791 Chapter 35. Real options ................................................................................................792 35.1 Capital investment appraisal ................................................................ 792 35.2 Extension of the risk-neutral valuation framework .................................. 793 35.3 Estimating the market price of risk ....................................................... 795 35.4 Application to the valuation of a business ............................................. 796 35.5 Evaluating options in an investment opportunity .................................... 796 Summary .......................................................................................... 803 Further reading .................................................................................. 803 Practice questions ...............................................................................804 Further questions ............................................................................... 804 Chapter 36. Derivatives mishaps and what we can learn from them ........................................806 36.1 Lessons forali users of derivatives ........................................................806 36.2 Lessons for financial institutions ...........................................................810 36.3 Lessons for nonfinancial corporations ...................................................815 Summary ..........................................................................................817 Further reading ..................................................................................817 Glossary of terms .........................................................................................818 DerivaGem software .....................................................................................840 Major exchanges trading futures and options .....................................................845 Tables for N(x) ............................................................................................846 Author index ...............................................................................................847 Subject index ...............................................................................................852
any_adam_object	1
author	Hull, John 1946-
author_GND	(DE-588)109733290
author_facet	Hull, John 1946-
author_role	aut
author_sort	Hull, John 1946-
author_variant	j h jh
building	Verbundindex
bvnumber	BV042260386
callnumber-first	H - Social Science
callnumber-label	HG6024
callnumber-raw	HG6024.A3
callnumber-search	HG6024.A3
callnumber-sort	HG 46024 A3
callnumber-subject	HG - Finance
classification_rvk	QK 600 QK 620 QK 660 SK 980
classification_tum	WIR 175f WIR 170f
ctrlnum	(OCoLC)890010040 (DE-599)BVBBV042260386
dewey-full	332.64/52
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.64/52
dewey-search	332.64/52
dewey-sort	3332.64 252
dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
edition	9. ed.
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03591nam a2200853 c 4500</leader><controlfield tag="001">BV042260386</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20150331 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">150108s2015 xxud\|\|\| \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780133456318</subfield><subfield code="c">hbk</subfield><subfield code="9">978-0-13-345631-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0133456315</subfield><subfield code="c">hbk</subfield><subfield code="9">0-13-345631-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)890010040</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042260386</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-523</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-858</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-384</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/52</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 175f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 170f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hull, John</subfield><subfield code="d">1946-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)109733290</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Options, futures, and other derivatives</subfield><subfield code="c">John C. Hull</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">9. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boston ; Munich [u.a.]</subfield><subfield code="b">Pearson</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXI, 869 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Futures</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock options</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastik</subfield><subfield code="0">(DE-588)4121729-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionsgeschäft</subfield><subfield code="0">(DE-588)4043670-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionshandel</subfield><subfield code="0">(DE-588)4126185-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Option</subfield><subfield code="0">(DE-588)4115452-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Diskette</subfield><subfield code="0">(DE-588)4122115-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionsmarkt</subfield><subfield code="0">(DE-588)4381644-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143389-0</subfield><subfield code="a">Aufgabensammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Optionsgeschäft</subfield><subfield code="0">(DE-588)4043670-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Optionshandel</subfield><subfield code="0">(DE-588)4126185-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="2"><subfield code="a">Diskette</subfield><subfield code="0">(DE-588)4122115-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2="1"><subfield code="a">Option</subfield><subfield code="0">(DE-588)4115452-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="4" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2="1"><subfield code="a">Stochastik</subfield><subfield code="0">(DE-588)4121729-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2=" "><subfield code="8">4\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="5" ind2="0"><subfield code="a">Optionsmarkt</subfield><subfield code="0">(DE-588)4381644-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="5" ind2=" "><subfield code="8">5\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Bamberg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027698168&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">4\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">5\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027698168</subfield></datafield></record></collection>
genre	(DE-588)4143389-0 Aufgabensammlung gnd-content
genre_facet	Aufgabensammlung
id	DE-604.BV042260386
illustrated	Illustrated
indexdate	2024-12-20T17:06:06Z
institution	BVB
isbn	9780133456318 0133456315
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-027698168
oclc_num	890010040
open_access_boolean
owner	DE-473 DE-BY-UBG DE-523 DE-739 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-634 DE-20 DE-858 DE-945 DE-355 DE-BY-UBR DE-384
owner_facet	DE-473 DE-BY-UBG DE-523 DE-739 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-634 DE-20 DE-858 DE-945 DE-355 DE-BY-UBR DE-384
physical	XXI, 869 S. graph. Darst.
publishDate	2015
publishDateSearch	2015
publishDateSort	2015
publisher	Pearson
record_format	marc
spellingShingle	Hull, John 1946- Options, futures, and other derivatives Futures Stock options Derivative securities Stochastik (DE-588)4121729-9 gnd Financial Futures (DE-588)4128564-5 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionsgeschäft (DE-588)4043670-6 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Optionshandel (DE-588)4126185-9 gnd Option (DE-588)4115452-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Diskette (DE-588)4122115-1 gnd Optionsmarkt (DE-588)4381644-7 gnd Termingeschäft (DE-588)4117190-1 gnd
subject_GND	(DE-588)4121729-9 (DE-588)4128564-5 (DE-588)4135346-8 (DE-588)4043670-6 (DE-588)4381572-8 (DE-588)4126185-9 (DE-588)4115452-6 (DE-588)4017195-4 (DE-588)4122115-1 (DE-588)4381644-7 (DE-588)4117190-1 (DE-588)4143389-0
title	Options, futures, and other derivatives
title_auth	Options, futures, and other derivatives
title_exact_search	Options, futures, and other derivatives
title_full	Options, futures, and other derivatives John C. Hull
title_fullStr	Options, futures, and other derivatives John C. Hull
title_full_unstemmed	Options, futures, and other derivatives John C. Hull
title_short	Options, futures, and other derivatives
title_sort	options futures and other derivatives
topic	Futures Stock options Derivative securities Stochastik (DE-588)4121729-9 gnd Financial Futures (DE-588)4128564-5 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionsgeschäft (DE-588)4043670-6 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Optionshandel (DE-588)4126185-9 gnd Option (DE-588)4115452-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Diskette (DE-588)4122115-1 gnd Optionsmarkt (DE-588)4381644-7 gnd Termingeschäft (DE-588)4117190-1 gnd
topic_facet	Futures Stock options Derivative securities Stochastik Financial Futures Optionspreistheorie Optionsgeschäft Derivat Wertpapier Optionshandel Option Finanzmathematik Diskette Optionsmarkt Termingeschäft Aufgabensammlung
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027698168&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT hulljohn optionsfuturesandotherderivatives

Verfügbarkeit

Bestellen (Login erforderlich)

Inhaltsverzeichnis
Paper/Kapitel scannen lassen

Teilbibliothek Stammgelände, Lehrbuchsammlung

Bestandsangaben von Teilbibliothek Stammgelände, Lehrbuchsammlung
Signatur:	0003 WIR 175f 2009 L 365(9) Lageplan
Exemplar 1	Ausleihbar Am Standort
Exemplar 2	Ausleihbar Am Standort
Exemplar 3	Ausleihbar Am Standort
Exemplar 4	Ausleihbar Am Standort
Exemplar 5	Ausleihbar Am Standort
Exemplar 6	Ausleihbar Am Standort
Exemplar 7	Ausleihbar Am Standort
Exemplar 8	Ausleihbar Am Standort
Exemplar 9	Ausleihbar Am Standort
Exemplar 10	Ausleihbar Am Standort

Teilbibliothek Stammgelände

Bestandsangaben von Teilbibliothek Stammgelände
Signatur:	0004 WIR 175f 2009 B 495(9) Lageplan
Exemplar 1	Nicht ausleihbar Am Standort