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Risk Management and Financial Institutions

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ISBN-10: 0132397900

ISBN-13: 9780132397902

Edition: 2007

Authors: John C. Hull

List price: $180.00
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Description:

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. We found that most professors are looking for a book that contains up to date information, and is written for application in the real work environment. 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.
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Book details

List price: $180.00
Copyright year: 2007
Publisher: Prentice Hall PTR
Publication date: 5/31/2006
Binding: Hardcover
Pages: 528
Size: 6.25" wide x 9.25" long x 1.00" tall
Weight: 1.694
Language: English

John C. Hull is the noted author of such texts as Introduction to Futures and Options, Markets and Options, Futures, and Other Derivatives. In these books, and others, he explains in readable form concepts related to the Futures market, investing, and business. Largely aimed at students, Hull's books serve as an excellent introduction to the field or a valuable refresher to those already in the corporate world. John C. Hull has been a professor of finance and director of the Centre for Finance Studies at the University of Toronto in Canada. He received degrees from Cranfield University, Cambridge University, and Lancaster.

Preface
Introduction
Financial Products and How They are Used for Hedging
How Traders Manage Their Exposures
Interest Rate Risk
Volatility
Correlation and Copulas
Bank Regulation and Basel II
The VaR Measure
Market Risk VaR: Historical Simulation Approach
Market Risk VaR: Model Building Approach
Credit Risk: Estimating Default Probabilities
Credit Risk Losses and Credit VaR
Credit Derivatives
Operational Risk
Model Risk and Liquidity Risk
Economic Capital and RAROC
Weather, Energy, and Insurance Derivatives
Big Losses and What We Can Learn from Them
Value Forward and Futures Contracts
Valuing Swaps
Valuing European Options
Valuing American Options
Manipulation of Credit Transition Matrices
Answers to End-of Chapter Problems
Glossary of Terms
Tables for N(x)
Index