Risk management and financial institutions / John Hull.
Material type:
TextPublication details: Upper Saddle River, NJ : Pearson Prentice Hall, c2007.Description: xvi, 500 p. : ill. ; 24 cmISBN: - 9780132397902
- 0132397900
- HD61 .H83
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Methodist University Library Main General Stacks | Reference | HD61 .H83 (Browse shelf(Opens below)) | Available | 20609 | |||||||||||||
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Methodist University Library Main General Stacks | Reference | HD61 .H83 (Browse shelf(Opens below)) | Available | 24732 |
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| HD61 .C774 2001 Risk management / | HD61 .C87 The Essentials of Risk Management, | HD61 .H83 Risk management and financial institutions / | HD61 .H83 Risk management and financial institutions / | HD61 .H83 2007 Risk management and financial institutions / | HD61 .K46 Identifying and managing project risk : | HD61 .S23 The complete guide to business risk management / |
Includes index
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. 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 --
App. A. Valuing forward and futures contracts --
App. B. Valuing swaps --
App. C. Valuing European options --
App. D. Valuing American options --
App. E. Manipulation of credit transition matrices.
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