RISK MANAGEMT FINANCL INST 下载 mobi 免费 pdf 百度网盘 epub 2025 在线 电子书

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.

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

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书籍介绍

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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