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Risk Management and Financial Institutions

Risk Management and Financial Institutions
Format : Softcover
ISBN : 0136102956
ISBN13 : 9780136102953
Our ISBN : 0138006172
Our ISBN13 : 9780138006174
Publisher(s) : Prentice Hall
Pub. Date : July 2009
Edition : 2nd
Author(s) : John C. Hull
Subject : Business & Economics / Accounting & Finance
Hulls Risk Management and Financial Institutions, 2/e explains risk management theory in a this is how you do it manner, encouraging practical application in todays world. Thoroughly updated, the Second Edition incorporates new information regarding Stress Testing, liquidity risks, ABSs, CDOs, and the credit crunch of 2007.

KEY TOPICS: Introduction; Banks; Insurance; Mutual Funds and Hedge Funds; Financial Instruments; How Traders Manage Their Exposures; Interest Rate Risk; Value at Risk; Volatility; Correlation and Copulas; Regulation, Basel II, and Solvency II; Market Risk VaR: Historical Simulation Approach; Market Risk VaR: Model-Building Approach; Credit Risk: Estimating Default Probabilities; Credit Risk Losses and Credit VaR; ABSs, CDOs, and the Credit Crunch of 2007; Scenario Analysis and Stress Testing; Operational Risk; Liquidity Risk; Model Risk; Economic Capital and RAROC; Risk Management Mistakes to avoid; Compounding Frequencies and Interest Rates; Zero Rtes, Forward Rates, and Zero-Coupon Yield Curves; Valuing Forward and Futures Contracts; Valuing Swaps; Valuing European Options; Valuing American Options; Taylor Series Expansions; Eigenvectors and Eigenvalues; Principal Components Analysis; Manipulation of Credit Transition Matrices.

A useful reference for financial professionals.

This is an International Edition. This book is brand new and in English. The cover may look different but the book content is 100% the same, page by page and word for word. Printed in original color on high quality paper. Identical to US Edition.

Price : $67.00

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