Hull, John 1946- creator text nju Hoboken, New Jersey Wiley [2015] 2015 Fourth Edition. monographic eng

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xxv, 714 pages ; 26 cm. 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. John C. Hull. Includes index. Financial institutions Management Risk management HD61 .H83 2015 1118955943 9781118955949 DLC 151008 20200628125613.0 b10569546 eng