01724nam a22001817a 4500 140411b xxu||||| |||| 00| 0 eng d 9780138006174 HD61.H83 Hull, John C. Risk management and financial Institution. / John C.Hull 2nd ed. Boston: Pearson, 2010. Xvii,556p.: ill.; 25cm. 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 Risk Management and Financial Institutions. lcc BK 2847 10347 0 0 lcc 0 0 WIUC-1 WIUC-1 CC 2014-04-11 0 HD61.H83 825/018/13 2014-04-11 00:00:00 1 2014-04-11 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-06-24 0 HD61.H83 7084/101/13 2014-06-24 00:00:00 1 2014-06-24 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-06-24 0 HD61.H831 7085/102/13 2014-06-24 00:00:00 2 2014-06-24 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 REF 2014-06-24 0 HD61.H832 7324/349/13 2014-06-24 00:00:00 3 2014-06-24 BK