Hull, John C.  1946- <br/><br/>
Risk management and financial institutions / 
John C. Hull. 
 - 2 ed. 
 - Boston :  Prentice Hall,  2010. 
 - 556 p.  + 1 CD-ROM 
<br/><br/>Incluye referencias bibliográficas, índice, etc. 
<br/><br/>Cap. 1. Introduction -- 2. Banks -- 3. Insurance companies and pension plan -- 4. Mutual funds and hedge founds -- 5. Financial instruments -- 6. How traders manage their exposures -- 7. Interest rate risk -- 8. Value at risk -- 9. Volatility -- 10. Correlations and copulas -- 11. Regulation, basel II and solvency II -- 12. Market risk VaR: historical simulation approach -- 13. Market risk VaR: model-building approach -- 14. Credit risk: estimating default probabilities -- 15. Credit risk losses and credit VaR -- 16. ABSs, CDPs and the credit crunch of 2007 -- 17. Scenario analysis and stress testing -- 18. Operational risk -- 19. Liquidity risk -- 20. Model risk -- 21. Economic capital and RAROC -- 22. Risk management mistakes to avoid. 
<br/><br/><br/>Disponible en la Colección General. 
<br/><br/><label>ISBN: </label>9780136102953 (pasta dura) 0136102956 (pasta dura) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Instituciones Financieras--Administración<br/>Gestión de Riesgos Financieros<br/>Valores--Administración Financiera
<br/><br/><label>Dewey Class. No.: </label>332.1  / H913