Risk management and financial institutions. eResource /
by Hull, John,
Series: Wiley finance series Edition statement:Fourth Edition. Published by : Wiley, (Hoboken :) Physical details: xxv, 714 pages : illustrations ; 25 cm. ISBN:9781118955949 (pbk.).| Item type | Current location | Call number | Copy number | Status | Date due |
|---|---|---|---|---|---|
| ელ.უცხოური წიგნები | ცენტრალური ბიბლიოთეკა კომპიუტერული დარ. / Computer hall | 330.131 / CD-7427 (Browse shelf) | 7427 | Available |
Includes 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.
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