Risk Management And Financial Institutions, 3Rd Ed - Bookswagon
Home > General > Risk Management And Financial Institutions, 3Rd Ed
Risk Management And Financial Institutions, 3Rd Ed

Risk Management And Financial Institutions, 3Rd Ed


     4.5  |  8 Reviews 
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
About the Book

Fully revised and updated, this new edition features coverage of Basel 2.5, Basel III and Dodd-Frank as well as expanded sections on counterparty credit risk, central clearing, and collateralization. In addition, end-of-chapter practice problems and a website featuring supplemental materials designed to provide a more comprehensive learning experience make this the ultimate learning resource. Written by acclaimed risk management expert, John Hull, Risk Management and Financial Institutions is the only book you need to understand-and respond to-financial risk.

About the Author

John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto. He is an internationally recognized authority on derivatives and risk management. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on the Hull-White interest rate model and was in 1999 voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many North American, Japanese, and European financial institutions. He has written three books "Risk Management and Financial Institutions" (now in its second edition), "Options, Futures, and Other Derivatives" (now in its eighth edition) and "Fundamentals of Futures and Options Markets" (now in its seventh edition). The books have been translated into many languages and are widely used in trading rooms throughout the world, as well as in the classroom. He has won many teaching awards, including University of Toronto's prestigious Northrop Frye award, Dr. Hull is co-director of Rotman's Master of Finance program. In addition to the University of Toronto, Dr. Hull has taught at York University, University of British Columbia, New York University, Cranfield University, and London Business School. Earlier in his career he worked as a corporate planning analyst with British Shoe Corporation. He is an Associate Editor of eight academic journals.



Table of Contents:
· CHAPTER 1 Introduction · CHAPTER 2 Banks · CHAPTER 3 Insurance Companies and Pension Plans · CHAPTER 4 Mutual Funds and Hedge Funds · CHAPTER 6 The Credit Crisis of 2007 · CHAPTER 7 How Traders Manage Their Risks · CHAPTER 8 Interest Rate Risk · CHAPTER 9 Value at Risk · CHAPTER 10 Volatility · CHAPTER 11 Correlations and Copulas · CHAPTER 12 Basel I, Basel II, and Solvency II · CHAPTER 13 Basel 2.5, Basel III, and Dodd--Frank · CHAPTER 14 Market Risk VaR: The Historical Simulation Approach · CHAPTER 15 Market Risk VaR: The Model-Building Approach · CHAPTER 16 Credit Risk: Estimating Default Probabilities · CHAPTER 17 Counterparty Credit Risk in Derivatives · CHAPTER 18 Credit Value at Risk · CHAPTER 19 Scenario Analysis and Stress Testing · CHAPTER 20 Operational Risk · CHAPTER 21 Liquidity Risk · CHAPTER 22 Model Risk · CHAPTER 23 Economic Capital and RAROC · CHAPTER 24 Risk Management Mistakes to Avoid Appendix A Compounding Frequencies for 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 DerivaGem Software Table for N(x) when x 2264 0 Table for N(x) when x 2265 0 Index


Best Sellers



Product Details
  • ISBN-13: 9788126536344
  • Publisher: Wiley India Pvt Ltd
  • Binding: Paperback
  • Language: English
  • Weight: 1500 gr
  • ISBN-10: 8126536349
  • Publisher Date: 2012
  • Edition: 3rd Edition
  • No of Pages: 668

Related Categories

Similar Products

Add Photo
Add Photo

Customer Reviews

     4.5  |  8 Reviews 
out of (%) reviewers recommend this product
Top Reviews
Rating Snapshot
Select a row below to filter reviews.
5
4
3
2
1
Average Customer Ratings
     4.5  |  8 Reviews 
00 of 0 Reviews
Sort by :
Active Filters

00 of 0 Reviews
SEARCH RESULTS
1–2 of 2 Reviews
    BoxerLover2 - 5 Days ago
    A Thrilling But Totally Believable Murder Mystery

    Read this in one evening. I had planned to do other things with my day, but it was impossible to put down. Every time I tried, I was drawn back to it in less than 5 minutes. I sobbed my eyes out the entire last 100 pages. Highly recommend!

    BoxerLover2 - 5 Days ago
    A Thrilling But Totally Believable Murder Mystery

    Read this in one evening. I had planned to do other things with my day, but it was impossible to put down. Every time I tried, I was drawn back to it in less than 5 minutes. I sobbed my eyes out the entire last 100 pages. Highly recommend!


Sample text
Photo of
    Media Viewer

    Sample text
    Reviews
    Reader Type:
    BoxerLover2
    00 of 0 review

    Your review was submitted!
    Risk Management And Financial Institutions, 3Rd Ed
    Wiley India Pvt Ltd -
    Risk Management And Financial Institutions, 3Rd Ed
    Writing guidlines
    We want to publish your review, so please:
    • keep your review on the product. Review's that defame author's character will be rejected.
    • Keep your review focused on the product.
    • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
    • Refrain from mentioning competitors or the specific price you paid for the product.
    • Do not include any personally identifiable information, such as full names.

    Risk Management And Financial Institutions, 3Rd Ed

    Required fields are marked with *

    Review Title*
    Review
      Add Photo Add up to 6 photos
      Would you recommend this product to a friend?
      Tag this Book Read more
      Does your review contain spoilers?
      What type of reader best describes you?
      I agree to the terms & conditions
      You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

      CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

      These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


      By submitting any content to Bookswagon, you guarantee that:
      • You are the sole author and owner of the intellectual property rights in the content;
      • All "moral rights" that you may have in such content have been voluntarily waived by you;
      • All content that you post is accurate;
      • You are at least 13 years old;
      • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
      You further agree that you may not submit any content:
      • That is known by you to be false, inaccurate or misleading;
      • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
      • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
      • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
      • For which you were compensated or granted any consideration by any unapproved third party;
      • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
      • That contains any computer viruses, worms or other potentially damaging computer programs or files.
      You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


      For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


      All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

      Accept

      New Arrivals



      Inspired by your browsing history


      Your review has been submitted!

      You've already reviewed this product!