000			01694 a2200313 4500
001			200425358
650	0	0	_92964 _aRisk management
999			_c200425358 _d11420
003			TR-AnTOB
005			20190408212729.0
008			161129s tu 000 0
020			_a9781118955949
040			_aTR-AnTOB _beng _erda
041	0		_aeng
050	0	0	_aHD61 _b.H83 2015
090			_aHD61 .H83 2015
100	1		_aHull, John, _d1946- _95805
245	1	0	_aRisk management and financial institutions / _cJohn C. Hull.
264			_aHoboken : _bWiley, _c2015.
300			_a710 pages ; _c23 cm.
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
490	0		_aWiley finance series
500			_aIncludes index.
505			_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	0	_aFinancial institutions _zUnited States _xManagement _91507
942			_cBK