Risk management and financial institutions / / John C. Hull
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Hull John <1946->
|
| Titolo: |
Risk management and financial institutions / / John C. Hull
|
| Pubblicazione: | Hoboken, New Jersey : , : Wiley, , 2015 |
| ©2015 | |
| Edizione: | Fourth edition. |
| Descrizione fisica: | 1 online resource (743 p.) |
| Disciplina: | 332.1068/1 |
| Soggetto topico: | Risk management |
| Financial institutions - Management | |
| Soggetto genere / forma: | Electronic books. |
| Note generali: | Includes index. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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 the |
| Titolo autorizzato: | Risk management and financial institutions |
| ISBN: | 1-118-95595-1 |
| 1-118-95596-X | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910460160103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.