Hull, John - 2018 - Fifth edition
.2 The Capital Requirements of a Small Commercial Bank -- 2.2.1 Capital Adequacy -- 2.3 Deposit Insurance -- 2.4 Investment … of Hedging -- 8.9 Hedging Exotic Options -- 8.10 Scenario Analysis -- Summary -- Further Reading -- Practice Questions ….6 Nonparallel Yield Curve Shifts -- 9.6.1 Partial Duration -- 9.6.2 Bucket Deltas -- 9.6.3 Calculating Deltas to Facilitate Hedging …