Risk Management and Financial Institutions - John C. Hull

Risk Management and Financial Institutions

United States Edition

(Autor)

Buch | Hardcover
528 Seiten
2006
Pearson (Verlag)
978-0-13-239790-2 (ISBN)
114,35 inkl. MwSt
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John C. Hull’s Financial Risk Management text is the only text to take risk management theory and explain it in a “this is how you do it” manner for practical application in today’s real world.

 

We found that most professors are looking for a book that contains up to date information, and is written for application in the real work environment.  Hull’s text offers students the ability to gain knowledge that will stay with them beyond college and be useful in the real world.

 

Based on one of the most popular MBA courses at University of Toronto entitled “Financial Risk Management”, this text focuses on the ways banks and other financial institutions measure market, credit and operational risk.  John C. Hull, author of the book “Options, Futures, and Other Derivatives” which became the standard reference text for traders, wrote “Risk Management and Financial Institutions” for use in instruction as well as trade. The practical nature of the book lends itself to a “this is how you do it” presentation style that includes excellent account of the new Basel II regulatory requirements for banks effective in 2007.  

Table of Contents:

 

Preface



Introduction
Financial Products and How They are Used for Hedging
How Traders Manage Their Exposures
Interest Rate Risk
Volatility
Correlation and Copulas
Bank Regulation and Basel II
The VaR Measure
Market Risk VaR: Historical Simulation Approach
Market Risk VaR: Model Building Approach
Credit Risk: Estimating Default Probabilities
Credit Risk Losses and Credit VaR
Credit Derivatives
Operational Risk
Model Risk and Liquidity Risk
Economic Capital and RAROC
Weather, Energy, and Insurance Derivatives
Big Losses and What We Can Learn from Them

Appendix A: Value Forward and Futures Contracts

Appendix B: Valuing Swaps

Appendix C: Valuing European Options

Appendix D: Valuing American Options

Appendix E: Manipulation of Credit Transition Matrices

Answers to End-of Chapter Problems

Glossary of Terms

Tables for N(x)

Index

Erscheint lt. Verlag 20.7.2006
Sprache englisch
Gewicht 774 g
Themenwelt Betriebswirtschaft / Management Spezielle Betriebswirtschaftslehre Versicherungsbetriebslehre
Wirtschaft Betriebswirtschaft / Management Unternehmensführung / Management
ISBN-10 0-13-239790-0 / 0132397900
ISBN-13 978-0-13-239790-2 / 9780132397902
Zustand Neuware
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