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Risk management and financial institutions /

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Bibliographic Details
Main Author: Hull, John, 1946- (Author)
Corporate Author: ebrary, Inc
Format: eBook
Language:English
Published: Hoboken, New Jersey : Wiley, [2015]
Edition:Fourth Edition.
Series:Wiley finance series.
Subjects:
Risk management.
Financial institutions > Management.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of 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.