03223nam 2200637 450 991046016010332120200520144314.01-118-95595-11-118-95596-X(CKB)3710000000371915(EBL)1895807(SSID)ssj0001438701(PQKBManifestationID)11834384(PQKBTitleCode)TC0001438701(PQKBWorkID)11378343(PQKB)10469650(MiAaPQ)EBC1895807(DLC) 2014037761(CaSebORM)9781118955949(Au-PeEL)EBL1895807(CaPaEBR)ebr11030440(CaONFJC)MIL770075(OCoLC)891185722(EXLCZ)99371000000037191520150320h20152015 uy 0engurunu|||||txtccrRisk management and financial institutions /John C. HullFourth edition.Hoboken, New Jersey :Wiley,2015.©20151 online resource (743 p.)Wiley Finance SeriesIncludes index.1-118-95594-3 Includes bibliographical references and 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.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 derivatives markets. There are new chapters on enterprise risk management and scenario analysis. Readers learn theWiley finance series.Risk managementFinancial institutionsManagementElectronic books.Risk management.Financial institutionsManagement.332.1068/1Hull John1946-89443MiAaPQMiAaPQMiAaPQBOOK9910460160103321Risk management and financial institutions49463UNINA