Risk management and financial Institution. / (Record no. 2847)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01724nam a22001817a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140411b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780138006174 |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61.H83 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hull, John C. |
| 245 ## - TITLE STATEMENT | |
| Title | Risk management and financial Institution. / |
| Statement of responsibility, etc. | John C.Hull |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Boston: |
| Name of publisher, distributor, etc. | Pearson, |
| Date of publication, distribution, etc. | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | Xvii,556p.: |
| Other physical details | ill.; |
| Dimensions | 25cm. |
| 500 ## - GENERAL NOTE | |
| General note | Includes index, appendix and glossary. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk Management and Financial Institutions. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | CC | 11/04/2014 | HD61.H83 | 825/018/13 | 11/04/2014 | 1 | 11/04/2014 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | Reference | 24/06/2014 | HD61.H83 | 7084/101/13 | 24/06/2014 | 1 | 24/06/2014 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | Reference | 24/06/2014 | HD61.H831 | 7085/102/13 | 24/06/2014 | 2 | 24/06/2014 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | Reference | 24/06/2014 | HD61.H832 | 7324/349/13 | 24/06/2014 | 3 | 24/06/2014 | Books |