Risk management and financial Institution. / John C.Hull
Material type: TextPublisher: Boston: Pearson, 2010Edition: 2nd edDescription: Xvii,556p.: ill.; 25cmISBN: 9780138006174Subject(s): Risk Management and Financial InstitutionsLOC classification: HD61.H83Item type | Current location | Home library | Call number | Copy number | Status | Date due | Barcode |
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Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY Reference | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HD61.H83 (Browse shelf) | 1 | Available | 7084/101/13 | |
Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY CC | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HD61.H83 (Browse shelf) | 1 | Available | 825/018/13 | |
Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY Reference | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HD61.H831 (Browse shelf) | 2 | Available | 7085/102/13 | |
Books | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY Reference | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HD61.H832 (Browse shelf) | 3 | Available | 7324/349/13 |
Includes index, appendix and glossary.
Contents: Introduction -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Financial instruments -- How traders manage their exposures -- Interest rate risk -- Value at risk -- Volatility -- Correlation and Copulas -- Regulation, Base lI, and Solvency II -- Market risk VaR: historical simulation approach -- Market Risk VaR: Model- building approach -- Credit risk: estimating default probabilities -- Credit risk losses and Credit VaR -- ABSs, CDOs and the Credit crunch of 2007 -- Scenario analysis and Stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Risk management mistakes to avoid -- Appendix A: Compounding frequencies and interest rates -- Appendix B: Zero rates, 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 practice questions and problems
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