Risk management and financial institutions:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
[2018]
|
| Ausgabe: | 5th edition |
| Schriftenreihe: | Wiley finance series
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030319069&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Includes index |
| Umfang: | xxvii, 799 Seiten Illustrationen, Diagramme |
| ISBN: | 9781119448112 |
Internformat
MARC
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| 245 | 1 | 0 | |a Risk management and financial institutions |c John C. Hull |
| 250 | |a 5th edition | ||
| 264 | 1 | |a Hoboken, New Jersey |b Wiley |c [2018] | |
| 264 | 4 | |c © 2018 | |
| 300 | |a xxvii, 799 Seiten |b Illustrationen, Diagramme | ||
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| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes index | ||
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0003 WIR 170f 2008 L 1131(5) 0004 WIR 170f 2008 A 4309(5) 0102 WIR 170f 2012 B 2292(3) |
|---|---|
| DE-BY-TUM_katkey | 2379117 |
| DE-BY-TUM_location | 00 01 |
| DE-BY-TUM_media_number | 040008838415 040008838426 040008838448 040008838437 040008838379 040008838460 040008838335 040008838368 040008838459 040008838346 040008838357 040008838404 040008530287 |
| _version_ | 1825348064117784576 |
| adam_text | C
o n t e n t s
i n
B
r i e f
Business Snapshots
Preface
C hapter 1
xxiii
xxv V
l
1
Introduction
P a r t 1: F in a n c ia l In s titu tio n s an d T h e ir T ra d in g
23
C hapter 2
Banks
25
C hapter 3
Insurance Companies and Pension Plans
47
C hapter 4
Mutual Funds, ETFs, and Hedge Funds
75
C hapter 5
Trading in Financial Markets
97
C hapter 6
The Credit Crisis o f 2007-2008
127
C hapter 7
Valuation and Scenario Analysis: The Risk-Neutral and Real
Worlds
145
P a r t 2 : M a rk e t R is k
159
C hapter 8
How Traders Manage Their Risks
161
C hapter 9
Interest Rate Risk
185
Vll
C O N T E N TS
IN
B R I E F _____________
Volatility
213
Correlations and Copulas
243
Value at R isk and Expected Shortfall
269
Historical Simulation and Extrem e Value Theory
293
M odel-Building Approach
317
Part 3: Regulation
345
Basel I, Basel II, and Solvency II
347
Basel II.5, Basel III, and O ther Post-Crisis Changes
377
Regulation o f the O T C Derivatives Market
399
Fundamental R eview o f the Trading B o o k
415
Part 4: Credit Risk
429
Estimating Default Probabilities
431
CVA and DVA
459
Credit Value at R isk
479
Part 5: Other Topics
495
Scenario Analysis and Stress Testing
497
Operational R isk
515
Liquidity R isk
537
Model R isk Management
565
Econom ic Capital and R A R O C
585
Enterprise R isk Management
603
Financial Innovation
621
R isk Management Mistakes to Avoid
643
C o n te n ts in B r i e f
P a rt 6: A p p en d ices
IX
655
Appendix A Compounding Frequencies for Interest Rates
657
Appendix B Zero Rates, Forward Rates, and Zero-C oupon Yield Curves
661
Appendix C Valuing Forward and Futures Contracts
667
Appendix D Valuing Swaps
669
Appendix E Valuing European Options
673
Appendix F Valuing American Options
677
Appendix G Taylor Series Expansions
681
Appendix H Eigenvectors and Eigenvalues
685
Appendix I
Principal Components Analysis
689
Appendix J
Manipulation o f Credit Transition Matrices
691
Appendix K Valuation o f Credit Default Swaps
693
Appendix L Synthetic C D O s and Their Valuation
697
Answers to Questions and Problems
Glossary
R M F I Software
Table for N ( x ) W hen x 0
Table for N ( x ) W hen v 0
Index
701
745
773
777
779
781
|
| any_adam_object | 1 |
| author | Hull, John 1946- |
| author_GND | (DE-588)109733290 |
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.1068/1 |
| dewey-sort | 3332.1068 11 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 5th edition |
| format | Book |
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| id | DE-604.BV044925896 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T18:14:26Z |
| institution | BVB |
| isbn | 9781119448112 |
| language | English |
| lccn | 017046013 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030319069 |
| oclc_num | 1012609141 |
| open_access_boolean | |
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| physical | xxvii, 799 Seiten Illustrationen, Diagramme |
| publishDate | 2018 |
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| publisher | Wiley |
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| spellingShingle | Hull, John 1946- Risk management and financial institutions Kapitalmarkt (DE-588)4029578-3 gnd Finanzdienstleistungsinstitut (DE-588)4535644-0 gnd Bank (DE-588)4004436-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4029578-3 (DE-588)4535644-0 (DE-588)4004436-1 (DE-588)4121590-4 |
| title | Risk management and financial institutions |
| title_auth | Risk management and financial institutions |
| title_exact_search | Risk management and financial institutions |
| title_full | Risk management and financial institutions John C. Hull |
| title_fullStr | Risk management and financial institutions John C. Hull |
| title_full_unstemmed | Risk management and financial institutions John C. Hull |
| title_short | Risk management and financial institutions |
| title_sort | risk management and financial institutions |
| topic | Kapitalmarkt (DE-588)4029578-3 gnd Finanzdienstleistungsinstitut (DE-588)4535644-0 gnd Bank (DE-588)4004436-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Kapitalmarkt Finanzdienstleistungsinstitut Bank Risikomanagement |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030319069&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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Inhaltsverzeichnis
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Teilbibliothek Stammgelände, Lehrbuchsammlung
| Signatur: |
0003 WIR 170f 2008 L 1131(5)
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |
| Exemplar 2 | Ausleihbar Am Standort |
| Exemplar 3 | Ausleihbar Am Standort |
| Exemplar 4 | Ausleihbar Am Standort |
| Exemplar 5 | Ausleihbar Am Standort |
| Exemplar 6 | Ausleihbar Am Standort |
| Exemplar 7 | Ausleihbar Am Standort |
| Exemplar 8 | Ausleihbar Am Standort |
| Exemplar 9 | Ausleihbar Am Standort |
| Exemplar 10 | Ausleihbar Am Standort |
| Exemplar 11 | Ausleihbar Am Standort |
Teilbibliothek Stammgelände
| Signatur: |
0004 WIR 170f 2008 A 4309(5)
Lageplan |
|---|---|
| Exemplar 1 | Nicht ausleihbar Am Standort |
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 WIR 170f 2012 B 2292(3)
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |