Risk management and financial institutions / John C. Hull.
By: Hull, John
Language: İngilizce Series: Wiley finance seriesHoboken : Wiley, 2015Description: 710 pages ; 23 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 9781118955949Subject(s): Risk management | Financial institutions -- United States -- ManagementLOC classification: HD61 | .H83 2015Item type | Current location | Home library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|---|---|
Book | Merkez Kütüphane Genel Koleksiyon / Main Collection | Merkez Kütüphane | Genel Koleksiyon | HD61 .H83 2015 (Browse shelf) | 1 | 1 | Available | 0052275 | |
Book | Merkez Kütüphane Genel Koleksiyon / Main Collection | Merkez Kütüphane | Genel Koleksiyon | HD61 .H83 2015 (Browse shelf) | 1 | 2 | Available | 0052276 |
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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