TY  - BOOK
AU  - Hull,John C.
AU  - Battista,Donna
TI  - Risk management and financial institutions
SN  - 9780136102953
U1  - 332.10681 21
PY  - 2010///
CY  - Boston
PB  - Pearson Prentice Hall
KW  - Riesgo (Economía)
KW  - Administración de riesgos
KW  - Instituciones financieras
KW  - Administración
N1  - 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
ER  -