Hull, John C.,   1946- <br/><br/>
Risk management and financial institutions / 
John C. Hull. 
 - Second edition /  editor Donna Battista. 
 - xvii, 556 páginas :  ilustraciones, gráficas ;  25 cm +   1 CD. 
<br/><br/>Incluye bibliografías e índice. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780136102953 0136102956 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Riesgo (Economía)<br/>Administración de riesgos<br/>Instituciones financieras--Administración
<br/><br/><label>Dewey Class. No.: </label>332.10681  / H85r