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1. |
Record Nr. |
UNINA9910460160103321 |
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Autore |
Hull John <1946-> |
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Titolo |
Risk management and financial institutions / / John C. Hull |
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Pubbl/distr/stampa |
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Hoboken, New Jersey : , : Wiley, , 2015 |
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©2015 |
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ISBN |
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1-118-95595-1 |
1-118-95596-X |
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Edizione |
[Fourth edition.] |
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Descrizione fisica |
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1 online resource (743 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Risk management |
Financial institutions - Management |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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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Sommario/riassunto |
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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 |
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derivatives markets. There are new chapters on enterprise risk management and scenario analysis. Readers learn the |
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2. |
Record Nr. |
UNINA9910483752203321 |
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Titolo |
Spatial Information Theory : 12th International Conference, COSIT 2015, Santa Fe, NM, USA, October 12-16, 2015, Proceedings / / edited by Sara Irina Fabrikant, Martin Raubal, Michela Bertolotto, Clare Davies, Scott Freundschuh, Scott Bell |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
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ISBN |
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Edizione |
[1st ed. 2015.] |
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Descrizione fisica |
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1 online resource (XIII, 491 p. 148 illus.) |
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Collana |
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Theoretical Computer Science and General Issues, , 2512-2029 ; ; 9368 |
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Disciplina |
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Soggetti |
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Database management |
Geographic information systems |
Artificial intelligence |
Application software |
Information storage and retrieval systems |
Database Management |
Geographical Information System |
Artificial Intelligence |
Computer and Information Systems Applications |
Information Storage and Retrieval |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di contenuto |
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Formalizing and Modeling Space-Time -- Qualitative Spatio-Temporal Reasoning and Representation -- Language and Space -- Signs, Images, Maps, and other Representations of Space -- Navigation by Humans and Machines. |
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Sommario/riassunto |
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This book constitutes the proceedings of the 12th International Conference on Spatial Information Theory, COSIT 2015, held in Santa Fee, NM, USA, in October 2015. The 22 papers presented in this book |
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were carefully reviewed and selected from 52 full paper submissions. The following topics are addressed: formalizing and modeling space-time, qualitative spatio-temporal reasoning and representation, language and space, signs, images, maps, and other representations of space, navigations by humans and machines. |
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