An Introduction to Derivative Securities, Financial Markets, and Risk Management (3版)

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【簡介】 The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options. 【目錄】 About the Authors Preface to Third Edition From the Preface to First Edition Introduction: Derivatives and Risk Management Interest Rates Stocks Forwards and Futures Options Arbitrage and Trading Financial Engineering and Swaps Forwards and Futures: Forwards and Futures Markets Futures Trading Futures Regulations The Cost-of-Carry Model The Extended Cost-of-Carry Model Futures Hedging Options: Options Markets and Trading Option Trading Strategies Option Relations Single-Period Binomial Model Multiperiod Binomial Model The Black–Scholes–Merton Model Using the Black–Scholes–Merton Model Interest Rate Derivatives: Yields and Forward Rates Interest Rate Swaps Single-Period Binomial Health–Jarrow–Morton Model Multiperiod Binomial HJM Model The Health–Jarrow–Morton Libor Model Risk Management Models Appendix A Mathematics and Statistics Glossary References Notation Additional Sources and Websites Books on Derivatives and Risk Management Name-Index Subject-Index

Financial Institutions Management: A Risk Management Approach (11版)

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Financial Institutions Management: A Risk Management Approach 作 / 譯 者 ： Anthony Saunders,Marcia Millon Cornett,Otgontsetseg (Otgo) Erhemjamts I S B N - 13 ： 9781266138225 I S B N - 10 ： 1266138226 類 別： 金融機構管理 版 次： 11 版 年 份： 2024 規 格： 931 頁 出 版 商： McGraw Hill Education 內容簡介 Saunders and Cornett's Financial Institutions Management: A Risk Management Approach provides an innovative approach that focuses on managing return and risk in modern financial institutions. The central theme is that the risks faced by financial institutions managers and the methods and markets through which these risks are managed are becoming increasingly similar whether an institution is chartered as a commercial bank, a savings bank, an investment bank, or an insurance company. Although the traditional nature of each sector's product activity is analyzed, a greater emphasis is placed on new areas of activities such as asset securitization, off-balance-sheet banking, and international banking. 目錄 PART I: INTRODUCTION Ch 1 Why Are Financial Institutions Special? Ch 2 Financial Services: Depository Institutions Ch 3 Financial Services: Finance Companies Ch 4 Financial Services: Securities Firms and Investment Banks Ch 5 Financial Services: Mutual Fund and Hedge Fund Companies Ch 6 Financial Services: Insurance Companies Ch 7 Risks of Financial Institutions PART II: MEASURING RISK Ch 8 Interest Rate Risk I Ch 9 Interest Rate Risk II Ch10 Credit Risk: Individual Loan Risk Ch11 Credit Risk: Loan Portfolio and Concentration Risk Ch12 Liquidity Risk Ch13 Foreign Exchange Risk Ch14 Sovereign Risk Ch15 Market Risk Ch16 Off-Balance-Sheet Risk Ch17 Technology and Other Operational Risks Ch18 Risk of Digital Disruption and Fintech PART III: MANAGING RISK Ch19 Liability and Liquidity Management Ch20 Deposit Insurance and Other Liability Guarantees Ch21 Capital Adequacy Ch22 Product and Geographic Expansion Ch23 Futures and Forwards Ch24 Options, Caps, Floors, and Collars Ch25 Swaps Ch26 Loan Sales Ch27 Securitization

Risk Management and Financial Institutions (6版)

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DESCRIPTION RISK MANAGEMENT AND FINANCIAL INSTITUTIONS THE GOLD STANDARD IN FINANCIAL RISK MANAGEMENT TEXTBOOKS In the newly revised sixth edition of Risk Management and Financial Institutions, celebrated risk and derivatives expert John C. Hull delivers an incisive and comprehensive discussion of financial risk and financial institution regulation. In the book, you’ll learn to understand the financial markets, the risks they pose to various kinds of financial institutions, and how those risks are affected by common regulatory structures. This book blends discussion of best practices in risk management with holistic treatments of how financial institutions are regulated. It explores market, credit, liquidity, model, climate, cyber, and operational risk. This latest edition also offers: Updated ancillary and digital materials covering all the latest content, including software, practice questions, and teaching supplements Access to an updated website that reflects the new content Fulsome coverage of the most important financial market developments since the publication of the fifth edition, including regulatory changes, the growing importance of climate risk, the use of machine learning models, and the disappearance of LIBOR A must-have resource for undergraduate and graduate students of business and finance, Risk Management and Financial Institutions, Sixth Edition, cements this celebrated text as the gold standard in risk management resources.