Risk management and financial institutions / John C. Hull.

Author/creator Hull, John, 1946-
Format Electronic
EditionFourth Edition.
Publication InfoHoboken : Wiley, [2015]
Descriptionxxv, 714 pages : illustrations ; 25 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesWiley finance series
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.
General noteIncludes index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2014037477
ISBN9781118955949 (pbk.)

Availability

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Electronic Resources Access Content Online ✔ Available