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Risk Management and Financial Institutions / Edition 1
     

Risk Management and Financial Institutions / Edition 1

by John C. Hull
 

ISBN-10: 0132397900

ISBN-13: 9780132397902

Pub. Date: 06/16/2006

Publisher: Prentice Hall

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

Overview

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.

Product Details

ISBN-13:
9780132397902
Publisher:
Prentice Hall
Publication date:
06/16/2006
Edition description:
1ST
Pages:
528
Product dimensions:
6.02(w) x 8.64(h) x 1.10(d)

Table of Contents

Table of Contents:

Preface

  1. Introduction
  2. Financial Products and How They are Used for Hedging
  3. How Traders Manage Their Exposures
  4. Interest Rate Risk
  5. Volatility
  6. Correlation and Copulas
  7. Bank Regulation and Basel II
  8. The VaR Measure
  9. Market Risk VaR: Historical Simulation Approach
  10. Market Risk VaR: Model Building Approach
  11. Credit Risk: Estimating Default Probabilities
  12. Credit Risk Losses and Credit VaR
  13. Credit Derivatives
  14. Operational Risk
  15. Model Risk and Liquidity Risk
  16. Economic Capital and RAROC
  17. Weather, Energy, and Insurance Derivatives
  18. 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

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