Hull, John, 1946-
Risk management and financial institutions / - Fourth Edition. - New Jersey: Wiley, c2015. - xxv, 714 p.: ills., tab., gra. ; 24 cm. - Wiley finance series .
Includes index.
Business snapshots -- Preface -- Introduction -- Financial institutions and their trading -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Appendix a: compounding frequencies and interest rates -- Appendix b: zero rates, forward rates, and zero-coupon yield curves -- Appendix c: valuing forward and futures contracts -- Appendix d: valuing swaps -- Appendix e: valuing european options -- Appendix f: valuing american options -- Appendix g: taylor series expansions -- Appendix h: eigenvectors and eigenvalues -- Appendix i: principal components analysis -- Appendix j: manipulation of credit transition matrices -- Appendix k: valuation of credit default swaps -- Appendix l: synthetic cdos and their valuation -- Answers to questions and problems -- Glossary of terms -- Derivagem software.
9781118955949 (pbk.)
2014037477
Risk management.
Financial institutions--Management.
HD61 / .H83 2015
332.1681 / HUR
Risk management and financial institutions / - Fourth Edition. - New Jersey: Wiley, c2015. - xxv, 714 p.: ills., tab., gra. ; 24 cm. - Wiley finance series .
Includes index.
Business snapshots -- Preface -- Introduction -- Financial institutions and their trading -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Appendix a: compounding frequencies and interest rates -- Appendix b: zero rates, forward rates, and zero-coupon yield curves -- Appendix c: valuing forward and futures contracts -- Appendix d: valuing swaps -- Appendix e: valuing european options -- Appendix f: valuing american options -- Appendix g: taylor series expansions -- Appendix h: eigenvectors and eigenvalues -- Appendix i: principal components analysis -- Appendix j: manipulation of credit transition matrices -- Appendix k: valuation of credit default swaps -- Appendix l: synthetic cdos and their valuation -- Answers to questions and problems -- Glossary of terms -- Derivagem software.
9781118955949 (pbk.)
2014037477
Risk management.
Financial institutions--Management.
HD61 / .H83 2015
332.1681 / HUR