Risk management and financial institutions [electronic resource] / John C. Hull.
Main Author: | |
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Language: | English |
Published: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
2015.
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Edition: | Fourth Edition. |
Series: | Wiley finance series
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Subjects: | |
Online Access: | |
Variant Title: |
Risk Management and Financial Institutions: Risk Management and Financial Institutions |
Format: | Electronic eBook |
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.