Risk management and financial institutions
The most complete, up to date guide to risk management in finance 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...
| Otros Autores: | |
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| Formato: | Tesis |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
Wiley
2015.
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| Edición: | Fourth edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630030306719 |
Tabla de Contenidos:
- 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.
