000 01577nam a2200265 a 4500
001 vtls000074139
003 MTX
008 140731s2012 njua 001 0deng d
020 _a9781118269039
039 9 _y201407311452
_zmaprang
040 _aPBRU
082 0 4 _a332.1068
_bH913R
100 1 _aHull, John
_9107641
245 1 0 _aRisk management and financial institutions /
_cJohn C. Hull
250 _a3rd ed.
260 _aHoboken, N.J. :
_bJohn Wiley,
_cc2012
300 _axxi, 643 p. :
_bill. ;
_c26 cm.
490 0 _aWiley finance
505 2 _aBanks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Trading in financial markets -- The credit crisis of 2007 -- How traders manage their risks -- Interest rate risk -- Value at risk -- Valatility -- Correlations and copulas -- Basel I, Basel II, and solvency II -- Basel 2.5, Basel III, and Dodd-Frank -- Market risk VaR: the historical simulation approach -- Market risk VaR: the model-building approach -- Credit risk: estimating default probabilities -- Counterparty credit risk in derrivatives -- Credit value at risk -- Scenario analysis and stress testing -- Operational risk - - Liquidity risk -- Model risk -- Economic capital and RAROC -- Risk management mistakes to avoid
650 0 _aRisk management
_967292
650 0 _aFinancial institutionsœxManagement
_9107676
910 _a201407
942 _c1
999 _c70739
_d70739