000 01886cam a2200325 i 4500
001 18307997
003 IIITD
005 20170513092815.0
008 140918s2015 njua 001 0 eng
010 _a 2014037477
020 _a9788126560615
040 _aDLC
_beng
_cDLC
_erda
_dDLC
042 _apcc
050 0 0 _aHD61
_b.H83 2015
082 0 0 _a332.106
_223
_bHUL-R
100 1 _aHull, John
245 1 0 _aRisk management and financial institutions
_cJohn C. Hull.
250 _a4th ed.
260 _aNew Delhi :
_bWiley,
_c©2015
300 _axxv, 714 p. :
_bill. ;
_c25 cm.
490 0 _aWiley finance series
500 _aIncludes index.
505 0 _aBusiness 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.
650 0 _aRisk management.
650 0 _aFinancial institutions
_xManagement.
776 0 8 _iOnline version:
_aHull, John, 1946-
_tRisk management and financial institutions
_bFourth Edition.
_dHoboken : Wiley, 2015
_z9781118955963
_w(DLC) 2014037761
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK
999 _c14134
_d14134