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Risk management and financial institutions / John C. Hull.

By: Hull, John,, 1946-
Call number: HD61 H83 2015 Material type: TextTextSeries: Wiley finance series.Publisher: Hoboken : Wiley, 2015Copyright date: ©2015Edition: Fourth Edition.Description: xxv, 714 pages : illustrations ; 26 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9781118955949 (pbk.)Subject(s): Risk management | Financial institutions -- ManagementDDC classification: 332.1068/1
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 Location Location Call number Copy number Barcode Status Date due
10000 General Book General Book ODI General Collection
ODI General Collection HD61 H83 2015 (Browse shelf) 1 1000511594 Available

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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