<?xml version="1.0" encoding="utf-8" ?> <rss version="2.0" xmlns:opensearch="http://a9.com/-/spec/opensearch/1.1/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:atom="http://www.w3.org/2005/Atom"> <channel> <title> <![CDATA[Delhi University Library System Search for 'au:&quot;HULL John C&quot;']]> </title> <!-- prettier-ignore-start --> <link> /cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22HULL%20John%20C%22&#38;sort_by=title_asc&#38;format=rss </link> <!-- prettier-ignore-end --> <atom:link rel="self" type="application/rss+xml" href="/cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22HULL%20John%20C%22&#38;sort_by=title_asc&#38;format=rss" /> <description> <![CDATA[ Search results for 'au:&quot;HULL John C&quot;' at Delhi University Library System]]> </description> <opensearch:totalResults>43</opensearch:totalResults> <opensearch:startIndex>0</opensearch:startIndex> <opensearch:itemsPerPage>50</opensearch:itemsPerPage> <atom:link rel="search" type="application/opensearchdescription+xml" href="/cgi-bin/koha/opac-search.pl?idx=&#38;q=au%3A%22HULL%20John%20C%22&#38;sort_by=title_asc&#38;format=opensearchdescription" /> <opensearch:Query role="request" searchTerms="idx%3D%26q%3Dau%253A%2522HULL%2520John%2520C%2522" startPage="" /> <item> <title> Fundamentals of futures and options markets </title> <dc:identifier>ISBN:0130176028</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=619321</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0130176028.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> New Jersey Prentice-Hall 2002 .<br /> xvii,491p , Glossary: P 456-70 cm..<br /> 0130176028 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=619321">Place hold on <em>Fundamentals of futures and options markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=619321</guid> </item> <item> <title> Fundamentals of futures and options markets </title> <dc:identifier>ISBN:9788131716540</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=608956</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8131716546.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> New Delhi Pearson 2005 .<br /> 572p , Bibliography: P 221-38 cm..<br /> 9788131716540 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=608956">Place hold on <em>Fundamentals of futures and options markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=608956</guid> </item> <item> <title> Fundamentals of futures and options markets </title> <dc:identifier>ISBN:9781292155036 (pbk)</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=1510</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/1292155035.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> England Pearson 2017 .<br /> 623p. ill. , Glossary of terms 582-599p.; Index 609-623p. cm.<br /> 9781292155036 (pbk) </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=1510">Place hold on <em>Fundamentals of futures and options markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=1510</guid> </item> <item> <title> Fundamentals of Futures and Options Markets </title> <dc:identifier>ISBN:9781292422114</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=1233138</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/1292422114.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C..<br /> New Delhi Pearson 2023 .<br /> 616p. 9781292422114 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=1233138">Place hold on <em>Fundamentals of Futures and Options Markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=1233138</guid> </item> <item> <title> Fundamentals of futures and options markets : </title> <dc:identifier>ISBN:9781292155036</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=738353</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/1292155035.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull, John C..<br /> New York, Pearson, 2016 .<br /> 623p. cm..<br /> 9781292155036 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=738353">Place hold on <em>Fundamentals of futures and options markets :</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=738353</guid> </item> <item> <title> Fundamentals of futures and options markets. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=736482</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Pearson 2002 .<br /> 511p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=736482">Place hold on <em>Fundamentals of futures and options markets.</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=736482</guid> </item> <item> <title> Introduction to futures and options market </title> <dc:identifier>ISBN:0137833172</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=620149</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0137833172.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> New Jersey Prentice Hall 1999 .<br /> xxv, 471p cm..<br /> 0137833172 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=620149">Place hold on <em>Introduction to futures and options market</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=620149</guid> </item> <item> <title> Introduction to futures and options markets </title> <dc:identifier>ISBN:9788120314634</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=619462</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8120314638.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> New Jersey Prentice-Hall 1995 .<br /> xv,444p. cm..<br /> 9788120314634 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=619462">Place hold on <em>Introduction to futures and options markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=619462</guid> </item> <item> <title> Introduction to futures and options markets </title> <dc:identifier>ISBN:9788120314634</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=619461</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8120314638.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> New Jersey Prentice-Hall 1995 .<br /> xv,444p. cm..<br /> 9788120314634 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=619461">Place hold on <em>Introduction to futures and options markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=619461</guid> </item> <item> <title> Introduction to futures and options markets </title> <dc:identifier>ISBN:9788120314634</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=619446</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8120314638.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> New Jersey Prentice-Hall 1995 .<br /> xv,444p. cm..<br /> 9788120314634 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=619446">Place hold on <em>Introduction to futures and options markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=619446</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787370</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Pearson Education 2003 .<br /> xxi,723p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787370">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787370</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787369</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Pearson Education 2003 .<br /> xxi,723p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787369">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787369</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787368</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Pearson Education 2003 .<br /> xxi,723p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787368">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787368</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787367</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Pearson Education 2003 .<br /> xxi,723p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787367">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787367</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787366</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Pearson Education 2003 .<br /> xxi,723p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787366">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787366</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:9789332559417 (pbk)</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=4827</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/9332559414.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> Uttar Pradesh Prentice Hall 2016 .<br /> xv,905p. ill. , Author index 884-887p.; Subject index 888-905p.; Reprint2017 cm.<br /> 9789332559417 (pbk) </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=4827">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=4827</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:9789332559417 (pbk)</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=4826</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/9332559414.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> Uttar Pradesh Prentice Hall 2016 .<br /> xv,905p. ill. , Author index 884-887p.; Subject index 888-905p.; Reprint2017 cm.<br /> 9789332559417 (pbk) </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=4826">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=4826</guid> </item> <item> <title> Options futures and other derivatives </title> <dc:identifier>ISBN:9789332559417 (pbk)</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=4825</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/9332559414.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> Uttar Pradesh Prentice Hall 2016 .<br /> xv,905p. ill. , Author index 884-887p.; Subject index 888-905p.; Reprint2017 cm.<br /> 9789332559417 (pbk) </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=4825">Place hold on <em>Options futures and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=4825</guid> </item> <item> <title> Options futures and other derivatives : </title> <dc:identifier>ISBN:978178089394</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787365</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull, John C.,.<br /> New Delhi : Pearson Education, 2003 .<br /> xxi,723p cm..<br /> 978178089394 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787365">Place hold on <em>Options futures and other derivatives :</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787365</guid> </item> <item> <title> Options, future and other derivatives </title> <dc:identifier>ISBN:8177589407 (pbk)</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=18677</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8177589407.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> New Jersey Pearson Education 2006 .<br /> 811p. Includes CD-Rom , Glossary 763-781p.; Index 793-811p. cm..<br /> 8177589407 (pbk) </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=18677">Place hold on <em>Options, future and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=18677</guid> </item> <item> <title> Options, future and other derivatives </title> <dc:identifier>ISBN:8177589407 (pbk)</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=18676</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8177589407.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> New Jersey Pearson Education 2006 .<br /> 811p. Includes CD-Rom , Glossary 763-781p.; Index 793-811p. cm..<br /> 8177589407 (pbk) </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=18676">Place hold on <em>Options, future and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=18676</guid> </item> <item> <title> Options, futures ,and other derivatives </title> <dc:identifier>ISBN:9789332559417</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=641954</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/9332559414.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C.<br /> Noida Pearson 2016 .<br /> xxi,906p cm..<br /> 9789332559417 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=641954">Place hold on <em>Options, futures ,and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=641954</guid> </item> <item> <title> Options, futures ,and other derivatives </title> <dc:identifier>ISBN:9789332559417</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=641953</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/9332559414.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C.<br /> Noida Pearson 2016 .<br /> xxi,906p , Bibliography: p 331-346 cm..<br /> 9789332559417 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=641953">Place hold on <em>Options, futures ,and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=641953</guid> </item> <item> <title> Options, futures and other derivatives. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=788602</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> Chennai Pearson 2010 .<br /> xxii,841p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=788602">Place hold on <em>Options, futures and other derivatives.</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=788602</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:0131864793</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=618933</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0131864793.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> New Jersey Prentice Hall 1997 .<br /> xix, 572p cm..<br /> 0131864793 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=618933">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=618933</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:0131864793</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=618932</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0131864793.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull John C.<br /> New Jersey Prentice Hall 1997 .<br /> xix, 572p cm..<br /> 0131864793 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=618932">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=618932</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:9780273759072</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=521423</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0273759078.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> Boston Pearson 2012 .<br /> xxi,872p , Glossary: P 797-817; with CD-ROM cm..<br /> 9780273759072 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=521423">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=521423</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:9780273759072</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=521422</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0273759078.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> Boston Pearson 2012 .<br /> xxi,872p , Glossary: P 797-817; with CD-ROM cm..<br /> 9780273759072 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=521422">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=521422</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:9780273759072</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=521421</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0273759078.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> Boston Pearson 2012 .<br /> xxi,872p , Glossary: P 797-817; with CD-ROM cm..<br /> 9780273759072 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=521421">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=521421</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:9780273759072</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=488490</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0273759078.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> Boston Pearson 2012 .<br /> xxi,872p , Glossary: P 797-817; with CD-ROM cm..<br /> 9780273759072 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=488490">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=488490</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:9780273759072</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=488489</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0273759078.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> Boston Pearson 2012 .<br /> xxi,872p , Glossary: P 797-817; with CD-ROM cm..<br /> 9780273759072 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=488489">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=488489</guid> </item> <item> <title> Options, futures, and other derivatives </title> <dc:identifier>ISBN:9780273759072</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=488488</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/0273759078.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C..<br /> Boston Pearson 2012 .<br /> xxi,872p , Glossary: P 797-817; with CD-ROM cm..<br /> 9780273759072 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=488488">Place hold on <em>Options, futures, and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=488488</guid> </item> <item> <title> Options, futures, and other derivatives(with cd) </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787485</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C..<br /> Noida Pearson 2017 .<br /> xxi,905p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787485">Place hold on <em>Options, futures, and other derivatives(with cd)</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787485</guid> </item> <item> <title> Options, futures, and other derivatives(with cd) </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787484</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C..<br /> Noida Pearson 2017 .<br /> xxi,905p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787484">Place hold on <em>Options, futures, and other derivatives(with cd)</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787484</guid> </item> <item> <title> Options, futures,&amp; other derivatives. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787600</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Prentice-Hall of India 2003 .<br /> xxi;744 cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787600">Place hold on <em>Options, futures,&amp; other derivatives.</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787600</guid> </item> <item> <title> Options,futures and other derivatives. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=773788</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull, John C.,.<br /> New Delhi : Prentice-Hall, 1997 .<br /> xix,572p. cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=773788">Place hold on <em>Options,futures and other derivatives.</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=773788</guid> </item> <item> <title> Options,futures and other derivatives. </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=773787</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Prentice-Hall 1997 .<br /> xix,572p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=773787">Place hold on <em>Options,futures and other derivatives.</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=773787</guid> </item> <item> <title> Options,futures,and other derivatives </title> <dc:identifier>ISBN:8120328795</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=788573</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8120328795.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull, John C.<br /> New Delhi : Prentice-Hall of India, 2006 .<br /> xxii,789p. cm..<br /> 8120328795 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=788573">Place hold on <em>Options,futures,and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=788573</guid> </item> <item> <title> Options,futures,and other derivatives </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=788572</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Prentice-Hall of India 2006 .<br /> xxii,789p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=788572">Place hold on <em>Options,futures,and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=788572</guid> </item> <item> <title> Options,futures,and other derivatives </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=788571</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull John C.<br /> New Delhi Prentice-Hall of India 2006 .<br /> xxii,789p cm..<br /> </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=788571">Place hold on <em>Options,futures,and other derivatives</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=788571</guid> </item> <item> <title> Options,futures,and other derivatives : </title> <dc:identifier>ISBN:9788120336315</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=787432</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/8120336313.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By Hull, John C..<br /> New Delhi : P H I Learning, 2009 .<br /> xxi,822p. 9788120336315 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=787432">Place hold on <em>Options,futures,and other derivatives :</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=787432</guid> </item> <item> <title> Risk management and financial institutions </title> <dc:identifier>ISBN:9781118269039</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=552599</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/1118269039.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C.<br /> Hoboken John Wiley 2012 .<br /> xxi, 643p. , Glossary: P 595-613 cm..<br /> 9781118269039 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=552599">Place hold on <em>Risk management and financial institutions</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=552599</guid> </item> <item> <title> Risk management and financial institutions </title> <dc:identifier>ISBN:9781118269039</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=552567</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <img src="https://images-na.ssl-images-amazon.com/images/P/1118269039.01.TZZZZZZZ.jpg" alt="" /> ]]> <![CDATA[ <p> By HULL John C.<br /> Hoboken John Wiley 2012 .<br /> xxi, 643p. , Glossary: P 595-613 cm..<br /> 9781118269039 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=552567">Place hold on <em>Risk management and financial institutions</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=552567</guid> </item> </channel> </rss>
