Risk management and financial institutions

• Main Author: Hull, John, 1946- (Author)
• Format: Book
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, [2015]
• Edition: Fourth edition
• Series: Wiley finance series
• Subjects: rizikový management; finanční instituce; finanční rizika; finanční management; risk management; financial institutions; financial risks; financial management; učebnice; textbooks
• ISBN: 9781118955949; 978-1-118-95595-6
• Physical Description: xxv, 714 s. : ilustrace ; 26 cm

Table of Contents:

• 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