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RISK MANAGEMENT AND FINANCIAL INSTITUTIONS INTERNATIONAL EDITION
HULL J. wydawnictwo: PEARSON ED , rok wydania 2009, wydanie II cena netto: 430.00 Twoja cena 408,50 zł + 5% vat - dodaj do koszyka 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.
Table of Contents
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
576 pages, Paperback
Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub
anglojęzyczny jest aktualnie na półce księgarni.
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