000			01709cam a22002895a 4500
001			18307997
005			20161013113647.0
008			140918t2015 njua frbd 001 0 eng d
020			_a9781118955949
040			_aDLC _beng _cDLC _dEG-ScBUE
082	0	4	_a332.10681 _222 _bHUL
100	1		_aHull, John, _d1946- _939444
245	1	0	_aRisk management and financial institutions / _cJohn C. Hull.
250			_a4th ed.
260			_aHoboken : _bJohn Wiley & Sons, _cc.2015.
300			_axxv, 714 p. : _bill. ; _c24 cm.
490	0		_aWiley finance series.
500			_aIndex : p. 699-714.
500			_aGlossary : p. 669-687.
504			_aIncludes bibliographical references.
505	0		_aBusiness 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.
650		7	_aRisk management. _2BUEsh _912222
650		7	_aFinancial institutions _xManagement. _2BUEsh _941538
651			_2BUEsh
653			_bBUSADM _cOctober2016
942			_2ddc
999			_c22558 _d22530