Risk management and financial institutions / John C. Hull.
Material type: TextSeries: Wiley finance seriesPublication details: Hoboken : John Wiley & Sons, c.2015.Edition: 4th edDescription: xxv, 714 p. : ill. ; 24 cmISBN:- 9781118955949
- 332.10681 22 HUL
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
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Book - Borrowing | Central Library First floor | Academic Bookshop | 332.10681 HUL (Browse shelf(Opens below)) | Available | 000034054 |
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332.10681 FOU Foundations of Banking Risk : | 332.10681 FOU Foundations of Banking Risk : | 332.10681 FOU Foundations of Banking Risk : | 332.10681 HUL Risk management and financial institutions / | 332.10681 SWE Financial enterprise risk management / | 332.10681 WIl Value and capital management : | 332.10688 BRI Financial services : |
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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