Risk management and financial institutions /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken :
Wiley,
2015
|
| Edition: | 4th ed. |
| Series: | Wiley finance series
|
| Subjects: |
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.