Indian Institute of Management Udaipur Library

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Risk management and financial institutions / John C. Hull.

By: Hull, John 1946-.
Material type: materialTypeLabelBookSeries: Wiley finance series.Publisher: New Delhi : Wiley, [2015]Edition: 4th ed.Description: xxv, 714 p. : illustrations ; 25 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9788126560615 (pbk.); 9781118955949 (pbk.).Subject(s): Risk management | Financial institutions -- ManagementDDC classification: 332.10681 Online resources: Click here to access online
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 Call number Copy number Status Date due
Monograph Monograph Indian Institute of Management Udaipur
A5/4 		332.10681 (Browse shelf) 1 Available
Monograph Monograph Indian Institute of Management Udaipur
A5/4 		332.10681 (Browse shelf) 2 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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