| LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2014037477 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781118955949 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
332.1068/1 |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Hull, John C., |
| Dates |
1946- |
| TITLE STATEMENT |
|---|
| Title |
Risk management and financial institutions |
| Statement of responsibility, etc |
John C. Hull |
| EDITION STATEMENT |
|---|
| Edition |
4th ed. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
Hoboken : |
| Publisher |
Wiley, |
| Date |
c2015. |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
xxv, 714 p. : |
| Other Details |
ill. ; |
| Size |
26 cm. |
| SERIES STATEMENT |
|---|
| Series statement |
Wiley finance series |
| GENERAL NOTE |
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| General note |
Includes index. |
| CONTENTS |
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| 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. |
| SUMMARY |
|---|
| Summary |
Risk Management and Financial Institutions explains all aspects of financial risk and financial institution regulation, helping readers better understand the financial markets and potential dangers. This new fourth edition has been updated to reflect the major developments in the industry, including the finalization of Basel III, the fundamental review of the trading book, SEFs, CCPs, and the new rules affecting derivatives markets. There are new chapters on enterprise risk management and scenario analysis. Readers learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource. |
| STUDY PROGRAM |
|---|
| Program name |
FIN959 |
| STUDY PROGRAM |
|---|
| Program name |
FIN955 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Risk management |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Financial institutions |
| General |
Management |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Bank |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uow.primo.exlibrisgroup.com/permalink/61UOW_INST/1a3f0tj/alma991003312762706666 |
| Public note |
eBook |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uowd.box.com/s/z8n92t05i80md1j4rangc3c0yydf3rt4 |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
|---|
| -- |
287 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
199 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
14976 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| -- |
36136 |