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" Risk management and financial institutions / "
John C. Hull
| Document Type
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BL
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| Record Number
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641265
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| Doc. No
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dltt
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| Main Entry
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Hull, John,1946-
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| Title & Author
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Risk management and financial institutions /\ John C. Hull
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| Edition Statement
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Fourth Edition
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| Series Statement
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Wiley finance series
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| Page. NO
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xxv, 714 pages ;; 26 cm
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| ISBN
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9781118955949
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: 1118955943
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| Notes
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Includes index
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| Contents
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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
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| Subject
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Risk management
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| Subject
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Financial institutions-- Management
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| Dewey Classification
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332.1068/1
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| LC Classification
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HD61.H83 2015
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