000 | 01886cam a2200325 i 4500 | ||
---|---|---|---|
001 | 18307997 | ||
003 | IIITD | ||
005 | 20170513092815.0 | ||
008 | 140918s2015 njua 001 0 eng | ||
010 | _a 2014037477 | ||
020 | _a9788126560615 | ||
040 |
_aDLC _beng _cDLC _erda _dDLC |
||
042 | _apcc | ||
050 | 0 | 0 |
_aHD61 _b.H83 2015 |
082 | 0 | 0 |
_a332.106 _223 _bHUL-R |
100 | 1 | _aHull, John | |
245 | 1 | 0 |
_aRisk management and financial institutions _cJohn C. Hull. |
250 | _a4th ed. | ||
260 |
_aNew Delhi : _bWiley, _c©2015 |
||
300 |
_axxv, 714 p. : _bill. ; _c25 cm. |
||
490 | 0 | _aWiley finance series | |
500 | _aIncludes index. | ||
505 | 0 | _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. | |
650 | 0 | _aRisk management. | |
650 | 0 |
_aFinancial institutions _xManagement. |
|
776 | 0 | 8 |
_iOnline version: _aHull, John, 1946- _tRisk management and financial institutions _bFourth Edition. _dHoboken : Wiley, 2015 _z9781118955963 _w(DLC) 2014037761 |
906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
||
942 |
_2ddc _cBK |
||
999 |
_c14134 _d14134 |