Risk Management and Financial Institutions / John C. Hull.
Material type: TextSeries: Wiley finance seriesPublisher: Hoboken : Wiley, [2015]Edition: Fifth EditionDescription: xxv, 714 pages : illustrations ; 25 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 9781118955949 (pbk.)Subject(s): Risk management | Financial institutions -- ManagementAdditional physical formats: Online version:: Risk management and financial institutionsDDC classification: 332.1068/1 LOC classification: HD61 | .H83 2015Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
General book | Karen | HD61 .H83 2015 (Browse shelf(Opens below)) | 1 | Available | 2022-0190 |
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.
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