TY  - BOOK
AU  - Hull,John
TI  - Risk management and financial institutions
T2  - Wiley finance series
SN  - 9781118955949
U1  - 332.10681 22
PY  - 2015///
CY  - Hoboken
PB  - John Wiley & Sons
KW  - Risk management
KW  - BUEsh
KW  - Financial institutions
KW  - Management
KW  - BUSADM
KW  - October2016
N1  - 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
ER  -