Risk management and financial institutions

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The most complete, up to date guide to risk management in finance Risk Management and Financial Institutions explains all aspects of financial risk and financial institution regulation, helping readers better understand the financial markets and potential dangers. This new fourth edition has been updated to reflect the major developments in the industry, including the finalization of Basel III, the fundamental review of the trading book, SEFs, CCPs, and the new rules affecting derivatives marke…

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Title Statements

Full title :Risk management and financial institutions / John C. Hull.

Summary

Edition Statements

Publication Date:2015.
Edition:Fourth edition

Publication Statements

Publisher(s):John Wiley & Sons, Inc
Place of Publication:Hoboken, New Jersey
Language:eng
Publication Date:2015.

Notes

Includes index.

The Physical Object

Description:1 online resource

Edition Identifiers

ISBN:9781118955956, 1118955951, 9781118955963, 111895596X, 1118955943, 9781118955949
oclc:ocn891185722
LC Classification:HD61
Dewey Decimal:332.1068/1

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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