01645cam a2200277 i 4500 b10569546 CY-PaNEU 20200628125613.0 151008s2015 njua 001 0 eng 1118955943 9781118955949 DLC eng rda DLC YDX OCLCF OCLCO UtOrBLW CY-PaNEU HD61 .H83 2015 Hull, John, 1946- 906 Risk management and financial institutions / John C. Hull. Fourth Edition. Hoboken, New Jersey : Wiley, [2015] xxv, 714 pages ; 26 cm. Wiley finance series. Includes index. 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. Financial institutions Management Risk management. 341 Wiley finance. 612 BK 2393 2393 0 0 0 0 mat CY-PaNEU CY-PaNEU 2008-10-15 4 1 HD61.H83 2015 3006417 2023-09-04 10:19:49 2022-04-09 1 2020-06-28 TB