Options, futures, and other derivatives:
Gespeichert in:
1. Verfasser: | |
---|---|
Format: | Buch |
Sprache: | English |
Veröffentlicht: |
New York, NY
Pearson
[2018]
|
Ausgabe: | tenth edition |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | xxiii, 868 Seiten Illustrationen |
ISBN: | 9780134472089 |
Internformat
MARC
LEADER | 00000nam a2200000 c 4500 | ||
---|---|---|---|
001 | BV043827646 | ||
003 | DE-604 | ||
005 | 20180122 | ||
007 | t | ||
008 | 161014s2018 xxua||| |||| 00||| eng d | ||
020 | |a 9780134472089 |c hbk: EUR 288.99 |9 978-0-13-447208-9 | ||
035 | |a (OCoLC)964443421 | ||
035 | |a (DE-599)BVBBV043827646 | ||
040 | |a DE-604 |b ger |e rda | ||
041 | 0 | |a eng | |
044 | |a xxu |c US | ||
049 | |a DE-83 |a DE-188 |a DE-355 |a DE-858 |a DE-19 |a DE-739 |a DE-11 |a DE-M382 |a DE-2070s |a DE-473 |a DE-706 |a DE-20 |a DE-91 | ||
050 | 0 | |a HG6024.A3 | |
082 | 0 | |a 332.64/52 | |
084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
084 | |a WIR 170f |2 stub | ||
084 | |a 91Bxx |2 msc | ||
084 | |a WIR 175f |2 stub | ||
084 | |a 91Gxx |2 msc | ||
100 | 1 | |a Hull, John |d 1946- |e Verfasser |0 (DE-588)109733290 |4 aut | |
245 | 1 | 0 | |a Options, futures, and other derivatives |c John C. Hull |
250 | |a tenth edition | ||
264 | 1 | |a New York, NY |b Pearson |c [2018] | |
264 | 4 | |c © 2018 | |
300 | |a xxiii, 868 Seiten |b Illustrationen | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
650 | 4 | |a Futures | |
650 | 4 | |a Stock options | |
650 | 4 | |a Derivative securities | |
650 | 0 | 7 | |a Option |0 (DE-588)4115452-6 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Optionsmarkt |0 (DE-588)4381644-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Diskette |0 (DE-588)4122115-1 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Optionsgeschäft |0 (DE-588)4043670-6 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastik |0 (DE-588)4121729-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Termingeschäft |0 (DE-588)4117190-1 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Optionspreistheorie |0 (DE-588)4135346-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Optionshandel |0 (DE-588)4126185-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Financial Futures |0 (DE-588)4128564-5 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
689 | 0 | 0 | |a Optionspreistheorie |0 (DE-588)4135346-8 |D s |
689 | 0 | |5 DE-604 | |
689 | 1 | 0 | |a Optionsgeschäft |0 (DE-588)4043670-6 |D s |
689 | 1 | 1 | |a Financial Futures |0 (DE-588)4128564-5 |D s |
689 | 1 | 2 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
689 | 1 | |8 1\p |5 DE-604 | |
689 | 2 | 0 | |a Termingeschäft |0 (DE-588)4117190-1 |D s |
689 | 2 | 1 | |a Optionshandel |0 (DE-588)4126185-9 |D s |
689 | 2 | 2 | |a Diskette |0 (DE-588)4122115-1 |D s |
689 | 2 | |8 2\p |5 DE-604 | |
689 | 3 | 0 | |a Termingeschäft |0 (DE-588)4117190-1 |D s |
689 | 3 | 1 | |a Option |0 (DE-588)4115452-6 |D s |
689 | 3 | |8 3\p |5 DE-604 | |
689 | 4 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
689 | 4 | 1 | |a Stochastik |0 (DE-588)4121729-9 |D s |
689 | 4 | |8 4\p |5 DE-604 | |
689 | 5 | 0 | |a Optionsmarkt |0 (DE-588)4381644-7 |D s |
689 | 5 | |8 5\p |5 DE-604 | |
856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029238498&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
999 | |a oai:aleph.bib-bvb.de:BVB01-029238498 | ||
883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 3\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 4\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
883 | 1 | |8 5\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk |
Datensatz im Suchindex
_version_ | 1804176687586344960 |
---|---|
adam_text | CONTENTS IN BRIEF
List of Business Snapshots....................................................xviii
List of Technical Notes.........................................................xix
Preface..........................................................................xx
1. Introduction......................................................................1
2. Futures markets and central counterparties.......................................24
3. Hedging strategies using futures.................................................49
4. Interest rates...................................................................77
5. Determination of forward and futures prices.................................... 107
6. Interest rate futures........................................................ 135
7. Swaps.......................................................................... 155
8. Securitization and the credit crisis of 2007................................... 184
9. XVAs........................................................................... 199
10. Mechanics of options markets.................................................... 209
11. Properties of stock options..................................................... 231
12. Trading strategies involving options............................................ 252
13. Binomial trees.................................................................. 272
14. Wiener processes and Ito’s lemma................................................ 300
15. The Black—Scholes-Merton model.................................................. 319
16. Employee stock options.......................................................... 352
17. Options on stock indices and currencies......................................... 365
18. Futures options and Black’s model............................................... 381
19. The Greek letters............................................................... 397
20. Volatility smiles...............................................................430
21. Basic numerical procedures......................................................449
22. Value at risk and expected shortfall........................................... 493
23. Estimating volatilities and correlations....................................... 520
24. Credit risk.................................................................... 543
25. Credit derivatives............................................................. 569
26. Exotic options................................................................. 596
27. More on models and numerical procedures........................................ 622
28. Martingales and measures....................................................... 652
29. Interest rate derivatives: The standard market models.......................... 670
30. Convexity, timing, and quanto adjustments...................................... 689
31. Equilibrium models of the short rate........................................... 702
32. No-arbitrage models of the short rate.......................................... 715
33. HJM, LMM, and multiple zero curves............................................. 738
34. Swaps Revisited................................................................ 757
35. Energy and commodity derivatives............................................... 772
36. Real options................................................................... 789
37. Derivatives mishaps and what we can learn from them............................ 803
Glossary of terms.............................................................. 815
DerivaGem software............................................................. 838
Major exchanges trading futures and options.................................... 843
Tables for N(x)................................................................ 844
Credits........................................................................ 846
Author index................................................................... 847
Subject index.................................................................. 851
|
any_adam_object | 1 |
author | Hull, John 1946- |
author_GND | (DE-588)109733290 |
author_facet | Hull, John 1946- |
author_role | aut |
author_sort | Hull, John 1946- |
author_variant | j h jh |
building | Verbundindex |
bvnumber | BV043827646 |
callnumber-first | H - Social Science |
callnumber-label | HG6024 |
callnumber-raw | HG6024.A3 |
callnumber-search | HG6024.A3 |
callnumber-sort | HG 46024 A3 |
callnumber-subject | HG - Finance |
classification_rvk | QK 600 QK 620 QK 660 SK 980 |
classification_tum | WIR 170f WIR 175f |
ctrlnum | (OCoLC)964443421 (DE-599)BVBBV043827646 |
dewey-full | 332.64/52 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.64/52 |
dewey-search | 332.64/52 |
dewey-sort | 3332.64 252 |
dewey-tens | 330 - Economics |
discipline | Mathematik Wirtschaftswissenschaften |
edition | tenth edition |
format | Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03651nam a2200877 c 4500</leader><controlfield tag="001">BV043827646</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180122 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">161014s2018 xxua||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780134472089</subfield><subfield code="c">hbk: EUR 288.99</subfield><subfield code="9">978-0-13-447208-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)964443421</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043827646</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-83</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-858</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-M382</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/52</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 170f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91Bxx</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 175f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91Gxx</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hull, John</subfield><subfield code="d">1946-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)109733290</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Options, futures, and other derivatives</subfield><subfield code="c">John C. Hull</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">tenth edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Pearson</subfield><subfield code="c">[2018]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2018</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xxiii, 868 Seiten</subfield><subfield code="b">Illustrationen</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Futures</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock options</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Option</subfield><subfield code="0">(DE-588)4115452-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionsmarkt</subfield><subfield code="0">(DE-588)4381644-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Diskette</subfield><subfield code="0">(DE-588)4122115-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionsgeschäft</subfield><subfield code="0">(DE-588)4043670-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastik</subfield><subfield code="0">(DE-588)4121729-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionshandel</subfield><subfield code="0">(DE-588)4126185-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4123623-3</subfield><subfield code="a">Lehrbuch</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Optionspreistheorie</subfield><subfield code="0">(DE-588)4135346-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Optionsgeschäft</subfield><subfield code="0">(DE-588)4043670-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Optionshandel</subfield><subfield code="0">(DE-588)4126185-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="2"><subfield code="a">Diskette</subfield><subfield code="0">(DE-588)4122115-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2="1"><subfield code="a">Option</subfield><subfield code="0">(DE-588)4115452-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">3\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="4" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2="1"><subfield code="a">Stochastik</subfield><subfield code="0">(DE-588)4121729-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="4" ind2=" "><subfield code="8">4\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="5" ind2="0"><subfield code="a">Optionsmarkt</subfield><subfield code="0">(DE-588)4381644-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="5" ind2=" "><subfield code="8">5\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029238498&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029238498</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">3\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">4\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">5\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
genre | (DE-588)4123623-3 Lehrbuch gnd-content |
genre_facet | Lehrbuch |
id | DE-604.BV043827646 |
illustrated | Illustrated |
indexdate | 2024-07-10T07:36:09Z |
institution | BVB |
isbn | 9780134472089 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029238498 |
oclc_num | 964443421 |
open_access_boolean | |
owner | DE-83 DE-188 DE-355 DE-BY-UBR DE-858 DE-19 DE-BY-UBM DE-739 DE-11 DE-M382 DE-2070s DE-473 DE-BY-UBG DE-706 DE-20 DE-91 DE-BY-TUM |
owner_facet | DE-83 DE-188 DE-355 DE-BY-UBR DE-858 DE-19 DE-BY-UBM DE-739 DE-11 DE-M382 DE-2070s DE-473 DE-BY-UBG DE-706 DE-20 DE-91 DE-BY-TUM |
physical | xxiii, 868 Seiten Illustrationen |
publishDate | 2018 |
publishDateSearch | 2018 |
publishDateSort | 2018 |
publisher | Pearson |
record_format | marc |
spelling | Hull, John 1946- Verfasser (DE-588)109733290 aut Options, futures, and other derivatives John C. Hull tenth edition New York, NY Pearson [2018] © 2018 xxiii, 868 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Futures Stock options Derivative securities Option (DE-588)4115452-6 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Optionsmarkt (DE-588)4381644-7 gnd rswk-swf Diskette (DE-588)4122115-1 gnd rswk-swf Optionsgeschäft (DE-588)4043670-6 gnd rswk-swf Stochastik (DE-588)4121729-9 gnd rswk-swf Termingeschäft (DE-588)4117190-1 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Optionshandel (DE-588)4126185-9 gnd rswk-swf Financial Futures (DE-588)4128564-5 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Optionspreistheorie (DE-588)4135346-8 s DE-604 Optionsgeschäft (DE-588)4043670-6 s Financial Futures (DE-588)4128564-5 s Derivat Wertpapier (DE-588)4381572-8 s 1\p DE-604 Termingeschäft (DE-588)4117190-1 s Optionshandel (DE-588)4126185-9 s Diskette (DE-588)4122115-1 s 2\p DE-604 Option (DE-588)4115452-6 s 3\p DE-604 Finanzmathematik (DE-588)4017195-4 s Stochastik (DE-588)4121729-9 s 4\p DE-604 Optionsmarkt (DE-588)4381644-7 s 5\p DE-604 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029238498&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Hull, John 1946- Options, futures, and other derivatives Futures Stock options Derivative securities Option (DE-588)4115452-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Optionsmarkt (DE-588)4381644-7 gnd Diskette (DE-588)4122115-1 gnd Optionsgeschäft (DE-588)4043670-6 gnd Stochastik (DE-588)4121729-9 gnd Termingeschäft (DE-588)4117190-1 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionshandel (DE-588)4126185-9 gnd Financial Futures (DE-588)4128564-5 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
subject_GND | (DE-588)4115452-6 (DE-588)4017195-4 (DE-588)4381644-7 (DE-588)4122115-1 (DE-588)4043670-6 (DE-588)4121729-9 (DE-588)4117190-1 (DE-588)4135346-8 (DE-588)4126185-9 (DE-588)4128564-5 (DE-588)4381572-8 (DE-588)4123623-3 |
title | Options, futures, and other derivatives |
title_auth | Options, futures, and other derivatives |
title_exact_search | Options, futures, and other derivatives |
title_full | Options, futures, and other derivatives John C. Hull |
title_fullStr | Options, futures, and other derivatives John C. Hull |
title_full_unstemmed | Options, futures, and other derivatives John C. Hull |
title_short | Options, futures, and other derivatives |
title_sort | options futures and other derivatives |
topic | Futures Stock options Derivative securities Option (DE-588)4115452-6 gnd Finanzmathematik (DE-588)4017195-4 gnd Optionsmarkt (DE-588)4381644-7 gnd Diskette (DE-588)4122115-1 gnd Optionsgeschäft (DE-588)4043670-6 gnd Stochastik (DE-588)4121729-9 gnd Termingeschäft (DE-588)4117190-1 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionshandel (DE-588)4126185-9 gnd Financial Futures (DE-588)4128564-5 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
topic_facet | Futures Stock options Derivative securities Option Finanzmathematik Optionsmarkt Diskette Optionsgeschäft Stochastik Termingeschäft Optionspreistheorie Optionshandel Financial Futures Derivat Wertpapier Lehrbuch |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029238498&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT hulljohn optionsfuturesandotherderivatives |