Risk management and financial institutions / John C. Hull.

Format:

Book

Author/Creator:

Hull, John, 1946- author.

Series:

Wiley finance series.

Wiley Finance Series

Language:

English

Subjects (All):

Risk management.

Financial institutions--Management.

Financial institutions.

Physical Description:

1 online resource (743 p.)

Edition:

Fourth edition.

Place of Publication:

Hoboken, New Jersey : Wiley, 2015.

Language Note:

English

System Details:

text file

Summary:

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

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.

Notes:

Includes bibliographical references and index.

Includes index.

Description based on print version record.

ISBN:

9781118955956

1118955951

9781118955963

111895596X

OCLC:

891185722