Risk management and financial institutions / John Hull.

By:

Hull, John, 1946-

Publication details: Boston, MA : Pearson Prentice Hall, 2010.Edition: 2nd edDescription: XVII,556p. CDISBN:

9780138006174

Subject(s):

LOC classification:

HD61.H83 2010

Contents:

TOC

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	HD61.H83 2010	Currently in local use	02/09/2021	77605
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	HD61.H83 2010	Available		77606
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	HD61.H83 2010	Available		77607
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	HD61.H83 2010	Available		77608
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	HD61.H83 2010	Available		77609

Total holds: 0

Includes index.

TOC

1. Introduction 2. Banks 3. Insurance companies and pension plans 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

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