TY  - BOOK
AU  - Hull,John C.
TI  - Risk management and financial institutions
SN  - 0132397900
U1  - 332 23
PY  - 2007///
CY  - New Jersey (Estados Unidos)
PB  - Pearson
KW  - ARMARC
KW  - Riesgo (Finanzas)
KW  - Instituciones financieras
KW  - Administración
N1  - Chapter 1; Introduction; Chapter 2; Financial products and how they are used for hedging; Chapter 3; How traders manage their exposures; Chapter 4; Interest rate risk; Chapter 5; Volatility; Chapter 6; Correlations and copulas; Chapter 7; Bank regulation and Basel II; Chapter 8; The VaR measure; Chapter 9; Market risk VaR: historical simulation approach; Chapter 10; Market risk Var: model-building approach; Chapter 11; Credit risk: estimating default probabilities; Chapter 12; Credit risk losses and credit VaR; Chapter 13; Credit derivates; Chapter 14; Operational risk; Chapter 15; Model risk and liquidity risk; Chapter 16; Economic capital and RAROC; Chapter 17; Weather, energy and insurance derivates; Chapter 18; Big losses and what we can learn from them
ER  -