01709cam a22002895a 4500 18307997 20161013113647.0 140918t2015 njua frbd 001 0 eng d 9781118955949 DLC eng DLC EG-ScBUE 332.10681 22 HUL Hull, John, 1946- 39444 Risk management and financial institutions / John C. Hull. 4th ed. Hoboken : John Wiley & Sons, c.2015. xxv, 714 p. : ill. ; 24 cm. Wiley finance series. Index : p. 699-714. Glossary : p. 669-687. Includes bibliographical references. 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. Risk management. BUEsh 12222 Financial institutions Management. BUEsh 41538 BUEsh BUSADM October2016 ddc 22558 22530 0 0 ddc 0 0 Academic MAIN MAIN 1ST 2016-10-13 Purchase 1066.00 2 27 332.10681 HUL 000034054 2025-07-15 00:00:00 2019-01-29 1332.00 BB