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  <titleInfo>
    <title>Risk management and financial institutions</title>
  </titleInfo>
  <name type="personal">
    <namePart>Hull, John C.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <typeOfResource>text</typeOfResource>
  <originInfo>
    <place>
      <placeTerm type="text">New Delhi</placeTerm>
    </place>
    <dateIssued>2014(repr.)</dateIssued>
    <publisher>John Wiley</publisher>
    <edition>3rd ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <physicalDescription>
    <extent>24cm(pbk) xxi,643p. : ill.</extent>
  </physicalDescription>
  <tableOfContents>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.</tableOfContents>
  <note type="statement of responsibility">by John C.Hull</note>
  <note>Includes bibliographical references and index</note>
  <subject>
    <topic> Risk management</topic>
  </subject>
  <subject>
    <topic>Financial institutions</topic>
    <topic> Management</topic>
  </subject>
  <classification authority="ddc">332.1068</classification>
  <identifier type="isbn">9788126536344</identifier>
  <identifier type="lccn">BAC-EN21 ENG-111858</identifier>
  <identifier type="stock number">Asian Book Centre/Ven dpl</identifier>
  <identifier type="stock number">DBAD/PUB</identifier>
  <recordInfo>
    <recordChangeDate encoding="iso8601">20150312160954.0</recordChangeDate>
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