Risk management and financial institutions / John C. Hull.
By: Hull, John.
Material type: TextSeries: Wiley finance series.Publisher: Hoboken : Wiley, [2015]Edition: Fourth Edition.Description: xxv, 714 pages : illustrations ; 25 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9781118955949 (pbk.).Subject(s): Risk management | Financial institutions -- ManagementAdditional physical formats: Online version:: Risk management and financial institutionsDDC classification: HD 61 .H85 2015Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Long Loan Book | Kirinyaga University Library General Stacks | Non-fiction | HD 61 .H85 2015 | Available | KYU/2017/6405 |
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.