Options, Futures, and Other Derivatives
| Author | : | |
| Rating | : | 4.17 (744 Votes) |
| Asin | : | B01MYAO77I |
| Format Type | : | |
| Number of Pages | : | 172 Pages |
| Publish Date | : | 2014-03-18 |
| Language | : | English |
DESCRIPTION:
The ultimate book on the theme Bernd Kotz My first edition of this book I read was the second edition. It was the best of a few books on the theme. It has changed a lot, but the principle constitution of the book is in every edition the same. It starts with forwards and futures, option and hedging. The preliminaries are introduced, like yield curve, duration, interest rate future, swaps
. He has acted as consultant to many North American, Japanese, and European financial institutions. In 1999, he was voted Financial Engineer of the Year by the International Association of Financial Engineers. His work has an applied focus. John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. He is an internationally
The 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives.. Hull helps bridge the gap between theory and practice. This is the eBook of the printed book and may not include any media, website access codes, or print supplements that may come packaged with the bound book.For courses in business, economics, and financial engineering and mathematics.The definitive guide to derivatives markets, updated with contemporary examples and discussionsKnown as “the bible” to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at deriv
His work has an applied focus. He is an internationally recognized authority on derivatives and risk management with many publications in this area. Rotman School of Management, University of Toronto. . About the Author John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. In 1999, he was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has won many teaching awards, including University of Toronto’s prestigious Northrop Frye award. He has acted as consultant to many North American, Japanese, and European financial institutions