000			01496nam a22003138i 4500
001			673292
005			20210719163429.0
008			140130s2014 nju f 000 0 eng|d
020			_a9780133456318 (pbk.) : _c£151.99
035			_a(StDuBDS)9780133456318
040			_aStDuBDS _cStDuBDS _erda _dUK-LoTVU
072		7	_aFIN _2eflch
072		7	_aFIN _2ukslc
082	0	4	_a332.6'45 _223
100	1		_aHull, John, _d1946- _eauthor.
245	1	0	_aOptions, futures, and other derivatives / _cJohn C. Hull.
250			_a9th edition.
264		1	_aUpper Saddle River : _bPrentice Hall, _c2014.
300			_a869 pages ;
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
500			_aPrevious edition: 2012.
520	8		_aThis textbook 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.
521			_aSpecialized.
650		0	_aDerivative securities.
650		0	_aDerivative securities _vProblems, exercises, etc.
942			_n0
999			_c34049 _d34049