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Fundamentals of futures and options marketsUpplaga 4
- Upplaga: 4e upplagan
- Utgiven: 2002
- ISBN: 9780130423580
- Sidor: 512 st
- Förlag: Prentice Hall ; London
- Format: Häftad
- Språk: Engelska
Om boken
Thoroughly revised and updated, the Fourth Edition includes:
Three new chapters: Exotic Options and Other Non-Standard Products Credit, Weather, Energy, and Insurance Derivatives Derivative Mishaps and What We Can Learn from Them Important new material on interest rate markets, volatility smiles, and value at risk. Many new problems reinforcing key concepts. A Solutions Manual containing worked-out answers for end-of-chapter questions and problems can now be purchased (ISBN 0-13-060603-0). New Excel-based software, DerivaGem, has been carefully designed to complement the material in the text. Updates to the software can be downloaded at: http://www.rotman.utoronto.ca/~hull For more information on this and other Prentice Hall titles, please visit the Prentice Hall Web site at:
www.prenhall.com (Select "Finance" in the discipline finder).
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Mer om Fundamentals of futures and options markets (2002)
2002 släpptes boken Fundamentals of futures and options markets skriven av John Hull. Det är den 4e upplagan av kursboken. Den är skriven på engelska och består av 512 sidor. Förlaget bakom boken är Prentice Hall , London.
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Referera till Fundamentals of futures and options markets (Upplaga 4)
Harvard
Hull, J. (2002). Fundamentals of futures and options markets. 4:e uppl. Prentice Hall ; London.
Oxford
Hull, John, Fundamentals of futures and options markets, 4 uppl. (Prentice Hall ; London, 2002).
APA
Hull, J. (2002). Fundamentals of futures and options markets (4:e uppl.). Prentice Hall ; London.
Vancouver
Hull J. Fundamentals of futures and options markets. 4:e uppl. Prentice Hall ; London; 2002.
