Hull, John C.  1946- <br/><br/>
Risk management and financial institutions 
/ John Hull 
 - xii, 500 páginas ;  24x16 cm. 
<br/><br/>Introduction  Chapter 1. Financial products and how they are used for hedging  Chapter 2. How traders manage their exposures  Chapter 3. Interest rate risk  Chapter 4. Volatility  Chapter 5. Correlations and copulas  Chapter 6. Bank regulation and Basel II  Chapter 7. The VaR measure  Chapter 8. Market risk VaR: historical simulation approach  Chapter 9. Market risk Var: model-building approach  Chapter 10. Credit risk: estimating default probabilities  Chapter 11. Credit risk losses and credit VaR  Chapter 12. Credit derivates  Chapter 13. Operational risk  Chapter 14. Model risk and liquidity risk  Chapter 15. Economic capital and RAROC  Chapter 16. Weather, energy and insurance derivates  Chapter 17. Big losses and what we can learn from them  Chapter 18. 
<br/><br/><label>ISBN: </label>0132397900 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Riesgo (Finanzas) <br/>Instituciones financieras--Administración
<br/><br/><label>Dewey Class. No.: </label>332  / H913