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Options, Futures, and Other Derivatives (9th Edition) 9th Edition
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For graduate courses in business, economics, financial mathematics, and financial engineering; for advanced undergraduate courses with students who have good quantitative skills; and for practitioners involved in derivatives markets
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.
This program provides a better teaching and learning experience—for you and your students. Here’s how:
- NEW! Available with a new version of DerivaGem software—including two Excel applications, the Options Calculator and the Applications Builder
- Bridges the gap between theory and practice—a best-selling college text, and considered “the bible” by practitioners, it provides the latest information in the industry
- Provides the right balance of mathematical sophistication—careful attention to mathematics and notation
- Offers outstanding ancillaries toround out the high quality of the teaching and learning package
- ISBN-100133456315
- ISBN-13978-0133456318
- Edition9th
- PublisherPearson
- Publication dateJanuary 25, 2014
- LanguageEnglish
- Dimensions8.2 x 1.3 x 10 inches
- Print length896 pages
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Product details
- Publisher : Pearson; 9th edition (January 25, 2014)
- Language : English
- Hardcover : 896 pages
- ISBN-10 : 0133456315
- ISBN-13 : 978-0133456318
- Item Weight : 3.69 pounds
- Dimensions : 8.2 x 1.3 x 10 inches
- Best Sellers Rank: #193,095 in Books (See Top 100 in Books)
- #97 in Options Trading (Books)
- #358 in Business & Finance
- #4,377 in Unknown
- Customer Reviews:
About the author
John C. Hull is a Professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto.
He is a respected researcher in the academic field of quantitative finance (see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: "Options, Futures, and Other Derivatives" and "Fundamentals of Futures and Options Markets".
Hull is an editor of the Journal of Derivatives (since 1993), The Review of Derivatives Research (since 1993), the Journal of Derivatives Use, Trading & Regulation (since 1994), the Canadian Journal of Administrative Studies (since 1996), the Journal of Risk (since 1998), the Journal of Bond Trading and Management (since 2001), the Journal of Derivatives Accounting (since 2002) and the Journal of Credit Risk (since 2004).
He studied Mathematics at Cambridge University (B.A. & M.A.), and holds an M.A. in Operational Research from Lancaster University and a Ph.D. in Finance from Cranfield University. In 1999, he was awarded the Financial Engineer of the Year Award, by the International Association of Financial Engineers. He has twin sons named Peter and David, and a wife named Michelle.
Bio from Wikipedia, the free encyclopedia.
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Book itself is a must have for everyone who wants to learn or just refresh trading/risk/instruments concepts