书目详细信息
： Risk management and financial institutions /
书目信息 机读格式(MARC)
| ISBN： | 9781118955949 (pbk.) |
|---|---|
| ISBN： | 1118955943 (pbk.) |
| 编目源： | DLC DLC CIBTC |
| 个人名称： | Hull, John,1946- |
| 题名： | Risk management and financial institutions / John C. Hull. |
| 版本说明： | 4th ed. |
| 索书号： | F830/H913E |
| 出版发行项： | Hoboken : Wiley, 2015. |
| 载体形态： | xxv, 714 p. : ill. ; 26 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |