Risk management and financial institutions

by Hull, John

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Title Statements

Full title :Risk management and financial institutions / John C. Hull.

Summary

"Risk Management and Financial Institutions explains all aspects of financial risk and financial institution regulation, helping readers better understand the financial markets and potential dangers. This new fourth edition has been updated to reflect the major developments in the industry, including the finalization of Basel III, the fundamental review of the trading book, SEFs, CCPs, and the new rules affecting derivatives markets. There are new chapters on enterprise risk management and scenario analysis. Readers learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource."--

Edition Statements

Publication Date:2015
Edition:Fourth edition

Publication Statements

Publisher(s):John Wiley & Sons
Place of Publication:Hoboken, New Jersey
Language:eng
Publication Date:2015

Notes

Titre de l'écran-titre (visionné le 14 déc. 2015).

TRAITEMENT SOMMAIRE.

The Physical Object

Description:1 ressource en ligne (1 v.).

Edition Identifiers

oclc:ocn919107636
LC Classification:HD61
Dewey Decimal:332.1068/1

Business snapshots -- Preface -- Introduction -- Financial institutions and their trading -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- 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 -- Appendix k: valuation of credit default swaps -- Appendix l: synthetic cdos and their valuation -- Answers to questions and problems -- Glossary of terms -- Derivagem software.

Subjects

e-books Financial institutions -- Management Gestion du risque Institutions financières -- Gestion Livres électroniques Livres numériques Risk management