Risk management and financial institutions
By: Hull, John C
Material type: BookSeries: Wiley finance series.Publisher: Hoboken : Wiley, c2015.Edition: 4th ed.Description: xxv, 714 p. : ill. ; 26 cm.ISBN: 9781118955949Program: FIN959; FIN955Subject(s): Risk management | Financial institutions -- Management | BankDDC classification: 332.1068/1 Online resources: eBook | Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
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REGULAR | University of Wollongong in Dubai Main Collection | 332.10681 HU RI (Browse shelf) | Available | T0053527 | ||
3 DAY LOAN | University of Wollongong in Dubai Main Collection | 332.10681 HU RI (Browse shelf) | Available | T0053528 | ||
REGULAR | University of Wollongong in Dubai Main Collection | 332.10681 HU RI (Browse shelf) | Available | T0017368 |
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332.10681 HU RI Risk management and financial institutions / | 332.10681 HU RI Risk management and financial institutions | 332.10681 HU RI Risk management and financial institutions | 332.10681 HU RI Risk management and financial institutions | 332.10681 LA RI Risk management at the top : | 332.10681 MA LI Liquidity risk measurement and management : | 332.10681 MA MA Managing bank capital : |
Includes index.
Business snapshots -- Preface -- Introduction -- Financial institutions and their trading -- Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- 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 -- Appendix k: valuation of credit default swaps -- Appendix l: synthetic cdos and their valuation -- Answers to questions and problems -- Glossary of terms -- Derivagem software.
Risk Management and Financial Institutions explains all aspects of financial risk and financial institution regulation, helping readers better understand the financial markets and potential dangers. This new fourth edition has been updated to reflect the major developments in the industry, including the finalization of Basel III, the fundamental review of the trading book, SEFs, CCPs, and the new rules affecting derivatives markets. There are new chapters on enterprise risk management and scenario analysis. Readers learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource.
FIN959
FIN955