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| LEADER |
01517nam a2200229 a 4500 |
| 001 |
709799 |
| 005 |
20171111231049.0 |
| 008 |
140918s2015 nju 001 0 eng c |
| 020 |
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|a 9781118955949
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| 040 |
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|a DLC
|b gre
|e AACR2
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| 082 |
0 |
0 |
|2 23
|a 658.155
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| 100 |
1 |
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|a Hull, John,
|d 1946-
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| 245 |
1 |
0 |
|a Risk management and financial institutions /
|c John C. Hull.
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| 250 |
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|a 4th ed.
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| 260 |
|
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|a Hoboken :
|b Wiley,
|c 2015
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| 300 |
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|a xxv, 714 p. ;
|c 24 cm
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| 490 |
0 |
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|a Wiley finance series
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| 500 |
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|a Includes index
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| 505 |
0 |
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|a 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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| 650 |
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0 |
|a Risk management
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| 650 |
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0 |
|a Financial institutions
|x Management
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| 952 |
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|a GR-ThIHU
|b 59cc21c56c5ad13446f8b337
|c 998a
|d 945l
|e 658.155 HUL
|t 8
|x m
|z Books
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