Risk management and financial institutions / John C. Hull
Material type: TextSeries: Wiley finance seriesPublisher: Hoboken, New Jersey : Wiley, 2015Edition: Fourth EditionDescription: xxv, 714 pages : 26 cmContent type:- text
- unmediated
- volume
- 9781118955949 (paperback)
- 332.10681 23
- HD61 .H83 2015
Item type | Current library | Call number | Status | Notes | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Books | Junaid Zaidi Library, COMSATS University Islamabad | 332.10681 HUL-R 53509 (Browse shelf(Opens below)) | Available | Paperback. | 53509 |
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
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