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Risk management and financial institutions / John C. Hull.

By: Hull, John, 1946-.
Material type: materialTypeLabelBookSeries: Wiley finance series.Publisher: Hoboken : John Wiley & Sons, c.2015Edition: 4th ed.Description: xxv, 714 p. : ill. ; 24 cm.ISBN: 9781118955949.Subject(s): Risk management | Financial institutions -- Management | | BAEPS, Business Administration October2016DDC classification: 332.10681
Contents:
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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Item type Current location Collection Call number Status Date due Barcode Item holds
Book - Borrowing Book - Borrowing Central Library
First floor
Academic Bookshop 332.10681 HUL (Browse shelf) Available 000034054
Total holds: 0

Index : p. 699-714.

Glossary : p. 669-687.

Includes bibliographical references.

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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