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Options, Futures, and Other Derivatives (10th Edition) - eBook

Options, Futures, and Other Derivatives (10th Edition) – eBook

For courses in economics, business, financial engineering and mathematics.

eBook Details

  • Author: John C. Hull
  • File Size: 11 MB
  • Format: PDF
  • Length: 896 pages
  • Publisher: Pearson; 10th edition
  • Publication Date: January 9, 2017
  • Language: English
  • ASIN: B01MYAO77I
  • ISBN-10: 013447208X
  • ISBN-13: 9780134472089

$13.00

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About The Author

John C. Hull

John C. Hull

Dr. John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto, Canada. He is an internationally recognized authority on derivatives and risk management with many publications in this field. His work has an applied focus.

In 1999, Dr. Hull was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as a consultant to many Japanese, North American, and European financial institutions. He has won many teaching awards, including the University of Toronto’s prestigious Northrop Frye award.

The definitive guide to derivatives markets, updated with contemporary discussions and examples

Known as “the bible” to economics and business professionals and a consistent best-seller, Hull’s Options, Futures, and Other Derivatives 10th edition (PDF) gives students a modern look at derivatives markets. By incorporating the industry’s hottest topics, such as the credit crisis, and securitization, best-selling expert author John C. Hull helps bridge the gap between practice and theory. The updated and revised 10th Edition covers all of the latest regulations and trends, including the Black-Scholes-Merton formulas, the valuation of commodity derivatives, and overnight indexed swaps.

Additional ISBNs: 0134631498, 978-0134631493, 0134631501, 978-0134472089, 9780134631493, 978-0134631509, 9780134631509

NOTE: This only contains Options, Futures, and Other Derivatives 10th edition in PDF. No access codes included.

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