Risk management and financial institutions / (Record no. 3286)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01394cam a2200181 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780132397902 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0132397900 |
| 050 00 - CALL NUMBER | |
| Classification number | HD61 |
| Item number | .H83 |
| 100 1# - AUTHOR | |
| Personal name | Hull, John, |
| 245 10 - TITLE | |
| Title | Risk management and financial institutions / |
| Statement of responsibility, etc | John Hull. |
| 260 ## - PUBLICATION INFORMATION | |
| Place of publication | Upper Saddle River, NJ : |
| Name of publisher | Pearson Prentice Hall, |
| Year of publication | c2007. |
| 300 ## - DESCRIPTION | |
| Number of Pages | xvi, 500 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 500 ## - NOTES | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Table of Content | 1. Introduction --<br/>2. Financial products and how they are used for hedging --<br/>3. How traders manage their exposures --<br/>4. Interest rate risk --<br/>5. Volatility --<br/>6. Correlation and copulas --<br/>7. Bank regulation and basel II --<br/>8. VaR measure --<br/>9. Market risk VaR : historical simulation approach --<br/>10. Market risk VaR : model-building approach --<br/>11. Credit risk : estimating default probabilities --<br/>12. Credit risk losses and credit VaR --<br/>13. Credit derivatives --<br/>14. Operational risk --<br/>15. Model risk and liquidity risk --<br/>16. Economic capital and RAROC --<br/>17. Weather, energy, and insurance derivatives --<br/>18. Big losses and what we can learn from them --<br/>App. A. Valuing forward and futures contracts --<br/>App. B. Valuing swaps --<br/>App. C. Valuing European options --<br/>App. D. Valuing American options --<br/>App. E. Manipulation of credit transition matrices. |
| 650 #0 - SUBJECTS | |
| Topical Term | Risk management. |
| 650 #0 - SUBJECTS | |
| Topical Term | Financial institutions |
| General subdivision | Management. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Methodist University Library Main | Methodist University Library Main | General Stacks | 03/09/2008 | HD61 .H83 | 20609 | Books | ||
| Reference | Methodist University Library Main | Methodist University Library Main | General Stacks | 03/09/2008 | HD61 .H83 | 24732 | Books |