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Options, futures, and other derivatives
Practitioners refer to it as the bible; in the university and college marketplace it s the best seller; and now it s been revised and updated to cover the industry s hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges th...
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| Auteur principal : | |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Options, futures, and other derivatives / John C. Hull,... |
| Édition : | Ninth edition |
| Publié : |
Harlow [etc.] :
Pearson Educational Limited
, copyright 2018 |
| Description matérielle : | 1 vol. (891 p.) |
| Sujets : | |
| Documents associés : | Autre format:
Options, futures, and other derivatives |
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| 200 | 1 | |a Options, futures, and other derivatives |f John C. Hull,... | |
| 205 | |a Ninth edition |b Global edition | ||
| 210 | |a Harlow [etc.] |c Pearson Educational Limited |d copyright 2018 | ||
| 215 | |a 1 vol. (891 p.) |c couv. ill. en coul. ,ill. |d 24 cm | ||
| 305 | |a "Authorized adaptation from the United States edition, entitled Options, futures and other derivatives, 9th edition, ISBN 978-0-133-45631-8, by John C. Hull, published by Pearson Education, cop. 2015 | ||
| 320 | |a Notes bibliogr. | ||
| 330 | |a Practitioners refer to it as the bible; in the university and college marketplace it s the best seller; and now it s been revised and updated to cover the industry s hottest topics and the most up-to-date material on new regulations. Options, Futures, and Other Derivatives by John C. Hull bridges the gap between theory and practice by providing a current look at the industry, a careful balance of mathematical sophistication, and an outstanding ancillary package that makes it accessible to a wide audience. Through its coverage of important topics such as the securitization and the credit crisis, the overnight indexed swap, the Black-Scholes-Merton formulas, and the way commodity prices are modeled and commodity derivatives valued, it helps students and practitioners alike keep up with the fast pace of change in today s derivatives markets. | ||
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