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Risk Management and Financial Institutions By: John Hull Normal price: 74.99 Our price: 63.74 + postage Bargain: save £11.25 ! Product code: 23727 ISBN: 0132397900 528 pages Format: Hb Published by: Prentice Hall, 2006 There are no reviews available for this book Description of Risk Management and Financial Institutions 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. 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. Risk Management and Financial Institutions - Chapter headings Preface 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. The 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 Appendix A: Value Forward and Futures Contracts Appendix B: Valuing Swaps Appendix C: Valuing European Options Appendix D: Valuing American Options Appendix E: Manipulation of Credit Transition Matrices Answers to End-of Chapter Problems Glossary of Terms Tables for N(x) Index