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PEARSON EDUCATION Gestion des risques et institutions financières - 5e édition

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£76.91 £38.56 £46.93 £55.30 £63.66 £72.03 £80.40 22 February 2026 10 March 2026 26 March 2026 11 April 2026 27 April 2026

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Description

Ouvrage de référence internationale, le manuel de John Hull est destiné aux étudiants des universités et des grandes écoles comme aux professionnels. Les 29 chapitres présentent et analysent de manière synthétique et concrète : - les principes, la mesure et les techniques de gestion des risques financiers et opérationnels ; - les fondements et implications de la réglementation des institutions financières en Amérique du Nord et en Europe. L'auteur intègre les dernières réglementations concernant les banques (Bâle III) et les compagnies d'assurance (Solvency II) avec en toile de fond les leçons tirées de la crise ? nancière. La présentation des développements mathématiques est didactique et accompagnée de nombreuses applications pratiques. Un soin particulier a été apporté pour limiter les prérequis, de sorte que les développements restent accessibles au plus grand nombre. Les exemples numériques utilisent des données réelles observées sur les marchés, accessibles en ligne sur le site de l'auteur. Bon nombre d'évaluations d'actifs ? nanciers peuvent être reconstruites grâce à l'utilisation du logiciel "RMFI/derivagem" que l'auteur met à disposition sur son site. Les annexes de ? n d'ouvrage établissent un lien avec ce ? chier Le lecteur peut tester sa compréhension des notions présentées tout au long du manuel. Chaque chapitre se conclut par des exercices, des problèmes et études de cas qui illustrent les thèmes abordés. L'ouvrage en compte 500, dont près de 400 proposés avec leur corrigé En ? n, cette traduction comporte un glossaire français-anglais composé de quelques 600 références. Les principales nouveautés de cette cinquième édition : - un nouveau chapitre sur l'innovation ? nancière et les FinTechs ; - la mise à jour du risque opérationnel pour tenir compte des changements de la réglementation ; - l'évolution de la réglementation concernant les marchés dérivés de gré à gré; - une présentation remaniée de l'évaluation de la VaR et de la notion d'Expected Shortfall.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
31 August 2018
Listed Since
10 April 2018

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No barcode data available

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