| Title : | Risk management and financial institutions | | Material Type: | printed text | | Authors: | John Hull, Author | | Publisher: | Upper Saddle River, N.J. : Pearson Prentice Hall | | Publication Date: | 2007 | | Pagination: | xvi, 500 p. | | Layout: | ill., | | Size: | 24 cm | | ISBN (or other code): | 978-0-13-613427-5 | | Class number: | 332.10681 | | Abstract: | 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. | | Contents note: | 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.
Appendixes: A. Valuing forward and futures contracts; B. Valuing swaps; C. Valuing European options; D. Valuing American options; E. Manipulation of credit transition matrices. |
Risk management and financial institutions [printed text] / John Hull, Author . - Upper Saddle River, N.J. : Pearson Prentice Hall, 2007 . - xvi, 500 p. : ill., ; 24 cm. ISBN : 978-0-13-613427-5 | Class number: | 332.10681 | | Abstract: | 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. | | Contents note: | 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.
Appendixes: A. Valuing forward and futures contracts; B. Valuing swaps; C. Valuing European options; D. Valuing American options; E. Manipulation of credit transition matrices. |
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Risk management and financial institutions
