Risk Management and Financial Institutions

John C. Hull (Autor)

Media-Kombination

576 Seiten

2009 | 2nd edition
Pearson
978-0-13-610295-3 (ISBN)

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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 today’s 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

Erscheint lt. Verlag	16.7.2009
Sprache	englisch
Maße	203 x 254 mm
Gewicht	1210 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Rechnungswesen / Bilanzen
ISBN-10	0-13-610295-6 / 0136102956
ISBN-13	978-0-13-610295-3 / 9780136102953
Zustand	Neuware