Risk Management and Financial Institutions /
John C. Hull.
- 3rd ed.
- Hoboken, N.J. : John Wiley & Sons, c2012.
- xxi,643p.; ill. 25cm.
- Wiley Finance .
- Wiley finance series. .
"+ website"--Cover. Previously published by Prentice Hall, 2006 and 2009.
Includes bibliographical references and index.
Cover; Series; Title Page; Copyright; Dedication; Business Snapshots; Preface; WHAT'S NEW; SLIDES; QUESTIONS AND PROBLEMS; INSTRUCTOR'S MANUAL; ACKNOWLEDGMENTS; Chapter 1: Introduction; 1.1 RISK VS. RETURN FOR INVESTORS; 1.2 THE EFFICIENT FRONTIER; 1.3 THE CAPITAL ASSET PRICING MODEL; 1.4 ARBITRAGE PRICING THEORY; 1.5 RISK VS. RETURN FOR COMPANIES; 1.6 RISK MANAGEMENT BY FINANCIAL INSTITUTIONS; 1.7 CREDIT RATINGS; SUMMARY; FURTHER READING; PRACTICE QUESTIONS AND PROBLEMS (ANSWERS AT END OF BOOK); FURTHER QUESTIONS; Chapter 2: Banks; 2.1 COMMERCIAL BANKING.