LEADER 03223nam 2200637 450 001 9910460160103321 005 20200520144314.0 010 $a1-118-95595-1 010 $a1-118-95596-X 035 $a(CKB)3710000000371915 035 $a(EBL)1895807 035 $a(SSID)ssj0001438701 035 $a(PQKBManifestationID)11834384 035 $a(PQKBTitleCode)TC0001438701 035 $a(PQKBWorkID)11378343 035 $a(PQKB)10469650 035 $a(MiAaPQ)EBC1895807 035 $a(DLC) 2014037761 035 $a(CaSebORM)9781118955949 035 $a(Au-PeEL)EBL1895807 035 $a(CaPaEBR)ebr11030440 035 $a(CaONFJC)MIL770075 035 $a(OCoLC)891185722 035 $a(EXLCZ)993710000000371915 100 $a20150320h20152015 uy 0 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aRisk management and financial institutions /$fJohn C. Hull 205 $aFourth edition. 210 1$aHoboken, New Jersey :$cWiley,$d2015. 210 4$dİ2015 215 $a1 online resource (743 p.) 225 1 $aWiley Finance Series 300 $aIncludes index. 311 $a1-118-95594-3 320 $aIncludes bibliographical references and index. 327 $aBusiness 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. 330 $aThe most complete, up to date guide to risk management in finance Risk Management and Financial Institutions explains all aspects of financial risk and financial institution regulation, helping readers better understand the financial markets and potential dangers. This new fourth edition has been updated to reflect the major developments in the industry, including the finalization of Basel III, the fundamental review of the trading book, SEFs, CCPs, and the new rules affecting derivatives markets. There are new chapters on enterprise risk management and scenario analysis. Readers learn the 410 0$aWiley finance series. 606 $aRisk management 606 $aFinancial institutions$xManagement 608 $aElectronic books. 615 0$aRisk management. 615 0$aFinancial institutions$xManagement. 676 $a332.1068/1 700 $aHull$b John$f1946-$089443 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910460160103321 996 $aRisk management and financial institutions$949463 997 $aUNINA