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Options, Futures and Other Derivative Securities - Softcover

 
9780130165770: Options, Futures and Other Derivative Securities

Synopsis

This text aims to cover all aspects of the valuation of options, futures and other derivative securities. It is structured so that it may be used with or without a knowledge of calculus, and to provide a clear, non-technical explanation of the Cox, Ingersoll and Ross equilibrium models. Other features include an explanation of the Heath, Jarrow and Morton work and a full discussion of yield-curve-based model. There is also expanded coverage of futures markets, hedging and duration. The book is designed for undergraduate and post-graduate courses in options and futures, derivative securities or speculative markets.

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Synopsis

This text aims to cover all aspects of the valuation of options, futures and other derivative securities. It is structured so that it may be used with or without a knowledge of calculus, and to provide a clear, non-technical explanation of the Cox, Ingersoll and Ross equilibrium models. Other features include an explanation of the Heath, Jarrow and Morton work and a full discussion of yield-curve-based model. There is also expanded coverage of futures markets, hedging and duration. The book is designed for undergraduate and post-graduate courses in options and futures, derivative securities or speculative markets.

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John Hull
Published by Prentice-Hall, 1993
ISBN 10: 0130165778 ISBN 13: 9780130165770
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Published by Prentice-Hall, 1993
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ISBN 10: 0130165778 ISBN 13: 9780130165770
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Condition: Good. International 2 Revised ed. Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # GRP29526379

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Taschenbuch. Condition: Gut. 450 Seiten ex Library Book / aus einer wissenschaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969. Seller Inventory # 278250

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