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Risk management and financial institutions

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	HullJohn C., 1946-
[NT 47351] Place of Publication:	Hoboken
[NT 47263] Published:	Wiley;
[NT 47352] Year of Publication:	2015
[NT 50960] Edition:	4th ed.
[NT 47264] Description:	xxv, 714 p.ill. : 26 cm.;
[NT 47298] Series:	Wiley finance series
[NT 47266] Subject:	Financial institutions - Management. -
[NT 47266] Subject:	Risk management. -
[NT 50961] ISBN:	978-1-118-95594-9pbk.
[NT 60779] Content Note:	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.

Risk management and financial institutions
Hull, John C.

Risk management and financial institutions / John C. Hull - 4th ed.. - Hoboken : Wiley, 2015. - xxv, 714 p. ; ill. ; 26 cm.. - (Wiley finance series).
Business snapshots.
Includes index..
ISBN 978-1-118-95594-9
Financial institutionsRisk management. -- Management.

Risk management and financial institutions
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327 1 $a Business snapshots $a Preface $a Introduction $a Financial institutions and their trading $a Banks $a Insurance companies and pension plans $a Mutual funds and hedge funds $a Appendix a: compounding frequencies and interest rates $a Appendix b: zero rates, forward rates, and zero-coupon yield curves $a Appendix c: valuing forward and futures contracts $a Appendix d: valuing swaps $a Appendix e: valuing european options $a Appendix f: valuing american options $a Appendix g: taylor series expansions $a Appendix h: eigenvectors and eigenvalues $a Appendix i: principal components analysis $a Appendix j: manipulation of credit transition matrices $a Appendix k: valuation of credit default swaps $a Appendix l: synthetic cdos and their valuation $a Answers to questions and problems $a Glossary of terms $a Derivagem software.
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801 0 $a tw $b 嶺東科技大學圖書館