000			01777nam a2200277Ia 4500
005			20150312160954.0
010			_aBAC-EN21 ENG-111858
020			_a9788126536344 _c709.00
035			_aEN-95390
035			_aB-584541-559
037			_bAsian Book Centre/Ven _adpl
037			_bDBAD/PUB
082			_a332.1068
100			_aHull, John C.
245			_aRisk management and financial institutions / _cby John C.Hull
250			_a3rd ed.
260			_c2014(repr.) _aNew Delhi _bJohn Wiley
270			_a4435/7, Ansari Road, Daryaganj, _bNew Delhi _e110002
300			_c24cm(pbk) _axxi,643p. : _bill.
500			_aIncludes bibliographical references and 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			_a Risk management.
650			_aFinancial institutions _x Management.
942			_cEN _2ddc _mHUL _h332.1068
999			_c88074 _d88074