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基本信息:
书名:Risk Management and Financial Institutions
作者:John C Hull
出版社：PearsonEducation(US)
出版日期：US
ISBN：9780138006174
版次：lnternationaledof2ndreviseded
装帧：平装
开本：
ASIN:0138006172
商品标识：asin0138006172
内容提要:
For undergraduate or graduate courses with titles such as "Risk Management" and "Financial Risk Management" and courses on Financial Institutions focusing on regulation and risk management. Written by a respected author in the professional market, Risk Management and Financial Institutions, 2/e is the only text that explains risk management theory in a "this is how you do it" manner, encouraging practical application in today's world. Professors need a text that offers the latest information available, yet is written for application in a real work environment. Hull helps students gain knowledge that will stay with them beyond college. Thoroughly updated, the Second Edition incorporates new information regarding Stress Testing, liquidity risks, ABSs, CDOs, and the credit crunch of 2007.
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目录
Business Snapshots Preface
1. Introduction
2. Banks
3. Insurance
4. Mutual Funds and Hedge Funds
5. Financial Instruments
6. How Traders Manage Their Exposures
7. Interest Rate Risk
8. Value at Risk
9. Volatility
10. Correlation and Copulas
11. Regulation, Basel II, and Solvency II
12. Market Risk VaR: Historical Simulation Approach
13. Market Risk VaR: Model-Building Approach
14. Credit Risk: Estimating Default Probabilities
15. Credit Risk Losses and Credit VaR
16. ABSs, CDOs, and the Credit Crunch of 2007
17. Scenario Analysis and Stress Testing
18. Operational Risk
19. Liquidity Risk
20. Model Risk
21. Economic Capital and RAROC
22. Risk Management Mistakes to avoid
Appendix A: Compounding Frequencies and Interest Rates Appendix B: Zero Rtes, 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 Questions and Problems Glossary of Terms DerivaGem Software Tables For N(x) Index



不好意思，一时疏忽，之前的那个不完整，现已更新完整版于上面，之前已下载的我会发个下载地址，请查看消息