For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management.

Designed to bridge the gap between theory and practice, this highly successful book is regarded is the standard reference on trading floors and in academic classrooms throughout the world.

(This International Markets Edition of Hull is selling into Middle East, Africa, South Africa and Eastern Europe - if you are not in these regions please refer to the followingISBN: 9780136015864)

MyLab或是Mastering係列是在綫作業係統。Access Code Card是在綫作業係統的訪問碼，是老師和學生課堂之外網絡互動及交流的平颱，個人是無法使用這個平颱的。請讀者注意您購買的這個ISBN是不帶Access Code Card的。

John Hull is the Maple Financial Professor of Derivatives and Risk Management at the

Joseph L. Rotman School of Management, University of Toronto. He is an

internationally recognized authority on derivatives and risk management. He was, with

Alan White, one of the winners of the Nikko-LOR research competition for his work on

the Hull-White interest rate model and was in 1999 voted Financial Engineer of the Year

by the International Association of Financial Engineers. He has acted as consultant to

many North American, Japanese, and European financial institutions.