Hull, John,  1946- <br/><br/>
Risk management and financial institutions / 
John C. Hull. 
 - Fifth Edition. 
 - xxv, 714 pages :  illustrations ;  25 cm. 
<br/><br/> Includes index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781118955949 (paperback) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk management.<br/>Financial institutions--Management.
<br/><br/><label>LC Class. No.: </label>HD 61   / H85 2018