Hull, John 1946- creator text nju 2015 Fourth Edition. monographic eng EN

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xxv, 714 pages : illustrations ; 25 cm. 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. John C. Hull. Includes index. Risk management School of Business and Education Financial institutions School of Business and Education HD 61 .H85 2015 HD 61 .H85 2015 Hull, John, 1946- Hoboken : Wiley, 2015 Fourth Edition. (DLC) 2014037761 9781118955949 (pbk.) 2014037477 DLC 140918 20250612134842.0 18307997 eng