Screen LibraryRisk management and financial institutions /
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| Main Authors: | |
|---|---|
| Published: |
Wiley,
|
| Publisher Address: | Hoboken, New Jersey : |
| Publication Dates: | [2015] |
| Literature type: | Book |
| Language: | English |
| Edition: | Fourth edition. |
| Series: |
Wiley finance series
|
| Subjects: | |
| Item Description: | Includes index. |
| Carrier Form: | xxv, 714 pages ; 26 cm. |
| ISBN: |
9781118955949 1118955943 |
| Index Number: | HD61 |
| CLC: | F830.3 |
| Call Number: | F830.3/H913/4th ed. |
| 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. |