Risk management and financial institutions
By: John C. Hull
Edition: Fourth Edition.
Series: Wiley finance series
Publisher: Wiley
Published: 2015
Place of publication: Hoboken
Language: eng
Number of pages: 740
ISBN-13: 9781118955949
Subjects: Risk management; Financial institutions; Management
Notes: Includes index.
Table of contents: title: Business snapshots; title: Preface; title: Introduction; title: Financial institutions and their trading; title: Banks; title: Insurance companies and pension plans; title: Mutual funds and hedge funds; title: Appendix a: compounding frequencies and interest rates; title: Appendix b: zero rates, forward rates, and zero-coupon yield curves; title: Appendix c: valuing forward and futures contracts; title: Appendix d: valuing swaps; title: Appendix e: valuing european options; title: Appendix f: valuing american options; title: Appendix g: taylor series expansions; title: Appendix h: eigenvectors and eigenvalues; title: Appendix i: principal components analysis; title: Appendix j: manipulation of credit transition matrices; title: Appendix k: valuation of credit default swaps; title: Appendix l: synthetic cdos and their valuation; title: Answers to questions and problems; title: Glossary of terms; title: Derivagem software.