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Risk management and financial institutions / John C. Hull.

By: Contributor(s): Material type: TextTextBoston : Pearson Prentice Hall, 2010Edition: Second edition / editor Donna BattistaDescription: xvii, 556 páginas : ilustraciones, gráficas ; 25 cm + 1 CDContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • volumen
ISBN:
  • 9780136102953
  • 0136102956
Subject(s): DDC classification:
  • 332.10681 H85r 21
Other classification:
  • D81
  • G20
  • G21
Contents:
Chapter 1. Introduction -- Chapter 2. Banks -- Chapter 3. Insurance companies and pension plans -- Chapter 4. Mutual funds and hedge funds -- Chapter 5. Financial instruments -- Chapter 6. How traders manage their exposures -- Chapter 7. Interest rate risk -- Chapter 8. Value at risk -- Chapter 9. Volatility -- Chapter 10. Correlation and copulas -- Chapter 11. Regulation, Basel II, and solvency II -- Chapter 12. Market risk VaR: historical simulation approach -- Chapter 13. Market risk VaR : model-building approach -- Chapter 14. Credit risk : estimating default probabilities -- Chapter 15. Credit risk losses and credit VaR -- Chapter 16. ABSs, CDOs, and the credit crunch of 2007 -- Chapter 17. Scenario analysis and stress testing -- Chapter 18. Operational risk -- Chapter 19. Liquidity risk -- Chapter 20. Model risk -- Chapter 21. Economic capital and RAROC -- Chapter 22. Risk management mistakes to avoid.
List(s) this item appears in: Nuevas Adquisiones
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Incluye bibliografías e índice.

Chapter 1. Introduction -- Chapter 2. Banks -- Chapter 3. Insurance companies and pension plans -- Chapter 4. Mutual funds and hedge funds -- Chapter 5. Financial instruments -- Chapter 6. How traders manage their exposures -- Chapter 7. Interest rate risk -- Chapter 8. Value at risk -- Chapter 9. Volatility -- Chapter 10. Correlation and copulas -- Chapter 11. Regulation, Basel II, and solvency II -- Chapter 12. Market risk VaR: historical simulation approach -- Chapter 13. Market risk VaR : model-building approach -- Chapter 14. Credit risk : estimating default probabilities -- Chapter 15. Credit risk losses and credit VaR -- Chapter 16. ABSs, CDOs, and the credit crunch of 2007 -- Chapter 17. Scenario analysis and stress testing -- Chapter 18. Operational risk -- Chapter 19. Liquidity risk -- Chapter 20. Model risk -- Chapter 21. Economic capital and RAROC -- Chapter 22. Risk management mistakes to avoid.

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