Options, futures, and other derivatives / John C. Hull.
Series: 4th edition: Publisher: [S.l.] : Prentice Hall, 2000Edition: 4 Har/Dsk edDescription: 720 p. ; 23 cmISBN: 0130224448; 9780130224446DDC classification: 332.645 Online resources: Amazon.com | Amazon customer reviews Summary: For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics and mathematics departments. Also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.This best seller represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives--not just futures and options. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed.| Item type | Current location | Home library | Call number | Status | Date due | Barcode | Item holds |
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Central Library (CL) | Central Library (CL) | 332.632 HUL (Browse shelf) | Available | NBS5790 |
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| 332.632 DUB Derivatives : | 332.632 ENG How to buy stocks / | 332.632 GRA 2014 Security Analysis | 332.632 HUL Options, futures, and other derivatives / | 332.632 HUL 2003 Options, Futures, and Other Derviatives | 332.632 HUS Dollars, Debt and Deficits | 332.632 KNO Structured products / |
Hardcover.
For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics and mathematics departments. Also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.This best seller represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives--not just futures and options. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed.
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