<?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[ 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%2C%20John%20C%22&#38;sort_by=relevance&#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%2C%20John%20C%22&#38;sort_by=relevance&#38;format=rss" /> <description> <![CDATA[ Search results for 'au:&quot;Hull, John C&quot;' at ]]> </description> <opensearch:totalResults>66</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%2C%20John%20C%22&#38;sort_by=relevance&#38;format=opensearchdescription" /> <opensearch:Query role="request" searchTerms="idx%3D%26q%3Dau%253A%2522Hull%252C%2520John%2520C%2522" startPage="" /> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=35069</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2012 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=35069">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=35069</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=35067</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2010 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=35067">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=35067</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=34045</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2007 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=34045">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=34045</guid> </item> <item> <title> RISK MANAGEMENT AND FINANCIAL INSTITUTIO </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=28536</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Wiley 2016 .<br /> xxv, : 714 : p. : cm. ; 24 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=28536">Place hold on <em>RISK MANAGEMENT AND FINANCIAL INSTITUTIO</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=28536</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=24732</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education 2015 .<br /> 580 : p. : cm. ; 26 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=24732">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=24732</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=24167</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson 2012 .<br /> 572 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=24167">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=24167</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=20206</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education India 2009 .<br /> 864 : p. </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=20206">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=20206</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=1674</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education 2004 .<br /> xxi, : 744 : p. : cm. ; 24 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=1674">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=1674</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=39185</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39185">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39185</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=39184</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39184">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39184</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=39183</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39183">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39183</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=25466</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education India 2013 .<br /> 896 : p. </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=25466">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=25466</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=25465</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education India 2013 .<br /> 896 : p. </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=25465">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=25465</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=24730</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education 2015 .<br /> 580 : p. : cm. ; 26 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=24730">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=24730</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=19232</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education 2012 .<br /> 572 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=19232">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=19232</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=8818</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Prentice-Hall of India 2007 .<br /> xxii, : 789 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=8818">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=8818</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=8817</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Prentice-Hall of India 2007 .<br /> xxii, : 789 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=8817">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=8817</guid> </item> <item> <title> INTRODUCTION TO FUTURES AND OPTION MARKE </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=389</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Prentice-Hall 2004 .<br /> xv, : 444 : p. : cm. ; 24 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=389">Place hold on <em>INTRODUCTION TO FUTURES AND OPTION MARKE</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=389</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=39192</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39192">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39192</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=35071</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2012 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=35071">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=35071</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=35070</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2012 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=35070">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=35070</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=34767</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2009 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=34767">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=34767</guid> </item> <item> <title> OPTIONS FUTURES AND OTHER DERIVATIVES DE </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=34459</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2009 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=34459">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES DE</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=34459</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=34048</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2007 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=34048">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=34048</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=33132</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=33132">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=33132</guid> </item> <item> <title> RISK MANAGEMENT AND FINANCIAL INSTITUTIO </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=28538</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Wiley 2016 .<br /> xxv, : 714 : p. : cm. ; 24 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=28538">Place hold on <em>RISK MANAGEMENT AND FINANCIAL INSTITUTIO</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=28538</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=24558</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson 2015 .<br /> 580 : p. : cm. ; 26 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=24558">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=24558</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=21801</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education India 2013 .<br /> 896 : p. </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=21801">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=21801</guid> </item> <item> <title> RISK MANAGEMENT AND FINANCIAL INSTITUTIO </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=13853</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> Canada Pearson 2007 .<br /> xvi, : 500p. ; 23cm. </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=13853">Place hold on <em>RISK MANAGEMENT AND FINANCIAL INSTITUTIO</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=13853</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=13009</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Prentice Hall 2009 .<br /> xxii, : 822 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=13009">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=13009</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=566</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Prentice-Hall 2004 .<br /> xxi, : 744 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=566">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=566</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=41404</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull, John C.<br /> Noida Pearson 2018 .<br /> 598;. P. 24 Cm </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=41404">Place hold on <em>Fundamentals Of Futures And Options Markets</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=41404</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=39191</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39191">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39191</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=39188</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39188">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39188</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=39182</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39182">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39182</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=38235</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2013 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=38235">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=38235</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=35183</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2013 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=35183">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=35183</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=35003</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2010 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=35003">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=35003</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=35002</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2010 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=35002">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=35002</guid> </item> <item> <title> DERIVAGEM SOFTWARE </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=34385</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2009 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=34385">Place hold on <em>DERIVAGEM SOFTWARE</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=34385</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=33060</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=33060">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=33060</guid> </item> <item> <title> RISK MANAGEMENT AND FINANCIAL INSTITUTIO </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=28537</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Wiley 2016 .<br /> xxv, : 714 : p. : cm. ; 24 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=28537">Place hold on <em>RISK MANAGEMENT AND FINANCIAL INSTITUTIO</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=28537</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=24731</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education 2015 .<br /> 580 : p. : cm. ; 26 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=24731">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=24731</guid> </item> <item> <title> RISK MANAGEMENT AND FINANCIAL INSTITUTIO </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=19405</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Wiley India 2012 .<br /> xxi, : 643 : p. : cm. ; 24 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=19405">Place hold on <em>RISK MANAGEMENT AND FINANCIAL INSTITUTIO</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=19405</guid> </item> <item> <title> FUNDAMENTALS OF FUTURES AND OPTIONS MARK </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=19231</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Pearson Education 2012 .<br /> 572 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=19231">Place hold on <em>FUNDAMENTALS OF FUTURES AND OPTIONS MARK</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=19231</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=8820</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Prentice-Hall of India 2007 .<br /> xxii, : 789 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=8820">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=8820</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=8819</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New Delhi Prentice-Hall of India 2007 .<br /> xxii, : 789 : p. : cm. ; 25 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=8819">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=8819</guid> </item> <item> <title> FUTURES AND OPTIONS MARKETS </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>/cgi-bin/koha/opac-detail.pl?biblionumber=502</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> New delhi Pearson Education 2004 .<br /> xix, : 491 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=502">Place hold on <em>FUTURES AND OPTIONS MARKETS</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=502</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=39190</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39190">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> <guid>/cgi-bin/koha/opac-detail.pl?biblionumber=39190</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=39189</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By HULL JOHN C.<br /> 2004 </p> ]]> <![CDATA[ <p> <a href="/cgi-bin/koha/opac-reserve.pl?biblionumber=39189">Place hold on <em>OPTIONS FUTURES AND OTHER DERIVATIVES</em></a> </p> ]]> </description> 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