000			01601nam a2200277 a 4500
001			000013030
005			20160221095038.0
008			100902s20102007xxua grn 000 0 eng d
942			_c
020			_a9780136102953 (pasta dura)
020			_a0136102956 (pasta dura)
040			_aCO-BrUAC
041	0		_aeng
082	0	4	_a332.1 _bH913 _221 ed.
100	1		_aHull, John C. _d1946-
245	1	0	_aRisk management and financial institutions / _cJohn C. Hull.
250			_a2 ed.
260			_aBoston : _bPrentice Hall, _c2010.
300			_a556 p. _e+ 1 CD-ROM
504			_aIncluye referencias bibliográficas, índice, etc.
505	0		_aCap. 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.
544	1		_aDisponible en la Colección General.
650	1	4	_aInstituciones Financieras _xAdministración
650	1	4	_aGestión de Riesgos Financieros
650	1	4	_aValores _xAdministración Financiera
999			_c12956 _d12956