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Risk management and financial institutions

By: Hull, John.
Material type: materialTypeLabelBookSeries: Wiley finance series.Publisher: New Delhi : Wiley, ©2015Edition: 4th ed.Description: xxv, 714 p. : ill. ; 25 cm.ISBN: 9788126560615.Subject(s): Risk management | Financial institutions -- Management
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.
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Item type Current location Collection Call number Status Date due Barcode Item holds
Books Books IIITD
Reference
Economics REF 332.106 HUL-R (Browse shelf) Not For Loan 007574
Books Books IIITD
General Stacks
Economics 332.106 HUL-R (Browse shelf) Available 006439
Total holds: 0
Browsing IIITD Shelves , Shelving location: General Stacks , Collection code: Economics Close shelf browser
332.1 FAB-F Foundations of financial markets and institutions 332.1 FAB-F Foundations of financial markets and institutions 332.10 GHO-N No regrets 332.106 HUL-R Risk management and financial institutions 332.1068 APO-F Foundations of financial risk : 332.109 BHO-F Financial institutions and markets : 332.1095 SOM-B Banking

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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