Hull, John - 2018 - Fifth edition
.3 The Capital Asset Pricing Model -- 1.3.1 Assumptions -- 1.3.2 Alpha -- 1.4 Arbitrage Pricing Theory -- 1.5 Risk vs. Return ….2 The Capital Requirements of a Small Commercial Bank -- 2.2.1 Capital Adequacy -- 2.3 Deposit Insurance -- 2.4 Investment … (Answers at End of Book) -- Further Questions -- 13 Historical Simulation and Extreme Value Theory -- 13.1 The Methodology …
