9780135045329

Options, Futures, and Other Derivatives with Derivagem CD (7th Edition)

Hull, John C.

ISBN 10: 0135045320 / 0-13-504532-0
ISBN 13: 9780135045329
Publisher: Prentice Hall
Publication Date: 2008
Binding: Hardcover
Editorial Reviews for this title:
Synopsis:
KEY BENEFIT: Updated and revised to reflect the most current information, this introduction to futures and options markets is ideal for those with a limited background in mathematics.
KEY TOPICS: The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more.
MARKET: For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.3
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Options, Futures, and Other Derivatives with Derivagem CD (7th Edition): Search Results

1.

Hull, John C.
ISBN 10: 0135045320
ISBN 13: 9780135045329
Bookseller: Lucky's Textbooks (Dallas, TX, U.S.A.)
Bookseller Rating: 4-star rating
Quantity Available: 1

Book Description: Prentice Hall. Book Condition: Good. 0135045320 Used good or better, we ship best copy available! Book Only. Expedited shipping is 2-6 business days after shipment, standard is 4-14 business days after shipment. Used items do not include access codes, cd's or other accessories, regardless of what is stated in item title. If you need to guarantee that these items are included, please purchase a brand new copy. Bookseller Inventory # ZZBESTAUT1051

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2.

Hull, John C.
ISBN 10: 0135045320
ISBN 13: 9780135045329
Bookseller: Buchservice Lars Lutzer (Hamburg, HH, Germany)
Bookseller Rating: 5-star rating
Quantity Available: 1

Book Description: Prentice Hall International, 2006. Softcover. Book Condition: gut. Auflage: 7 Pap/Cdr (28. Juni 2008). 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. 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 analysed. Features and Benefits - A new chapter on value at risk. - A new chapter on estimating volatility and correlation. - GARCH models covered in much more detailed than in the previous edition. - Two chapters on no-arbitrage models of the term structure. - Explains the role played by martingales and measures in the valuation of derivatives. - Revised Ch. 20 on the use of the standard market models for valuing interest rate derivatives. - Coverage of two-factor Markou models and the BMG model. - Saleable Solutions Manual. - Chapter on Credit Risk has been rewritten to reflect developments in this important area. - Chapter on Interest Rates and Duration has been revamped. - More material on volatility smiles and related topics. - Improved and simplified notation-Cumbersome T-t no longer appears in most parts of book. - New Excel-based DerivaGem software dramatically improved, this software lets users calculate options prices; imply volatilities; calculate Greek letters for European options, American options, exotic options, and interest rate derivatives; value interest rate derivatives using either Black's model or a no-arbitrage model; display binomial trees and various charts. In englischer Sprache. 744 pages. 25,2 x 20 x 3,4 cm. Bookseller Inventory # BN1974

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