Name: Risk Management and Financial Institutions By John C. Hull
SKU: 9780138006174
Price: 25.99 AUD
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Risk Management and Financial Institutions Summary

Risk Management and Financial Institutions: International Edition by John C. Hull

For undergraduate or graduate courses with titles such as Risk Management and Financial Risk Management and courses on Financial Institutions focusing on regulation and risk management.

Written by a respected author in the professional market, Risk Management and Financial Institutions, 2/e is the only text that explains risk management theory in a this is how you do it manner, encouraging practical application in todays world.

Professors need a text that offers the latest information available, yet is written for application in a real work environment. Hull helps students gain knowledge that will stay with them beyond college.

Thoroughly updated, the Second Edition incorporates new information regarding Stress Testing, liquidity risks, ABSs, CDOs, and the credit crunch of 2007.

Business Snapshots
Preface
1. Introduction
2. Banks
3. Insurance
4. Mutual Funds and Hedge Funds
5. Financial Instruments
6. How Traders Manage Their Exposures
7. Interest Rate Risk
8. Value at Risk
9. Volatility
10. Correlation and Copulas
11. Regulation, Basel II, and Solvency II
12. Market Risk VaR: Historical Simulation Approach
13. Market Risk VaR: Model-Building Approach
14. Credit Risk: Estimating Default Probabilities
15. Credit Risk Losses and Credit VaR
16. ABSs, CDOs, and the Credit Crunch of 2007
17. Scenario Analysis and Stress Testing
18. Operational Risk
19. Liquidity Risk
20. Model Risk
21. Economic Capital and RAROC
22. Risk Management Mistakes to avoid
Appendix A: Compounding Frequencies and Interest Rates
Appendix B: Zero Rtes, 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
Answers to Questions and Problems
Glossary of Terms
DerivaGem Software
Tables For N(x)
Index

Additional information

Sku

GOR003057096

ISBN 13

9780138006174

ISBN 10

0138006172

Title

Risk Management and Financial Institutions: International Edition by John C. Hull

Author

John C. Hull

Condition

Used - Very Good

Binding type

Hardback

Publisher

Pearson Education (US)

Year published

2009-07-16

Number of pages

576

Prizes

N/A

Cover note

Book picture is for illustrative purposes only, actual binding, cover or edition may vary.

Note

This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Risk Management and Financial Institutions John C. Hull

Risk Management and Financial Institutions by John C. Hull

Risk Management and Financial Institutions Summary

Risk Management and Financial Institutions: International Edition by John C. Hull

Table of Contents

Additional information

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