| 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 institutionsxManagement _9107676 |
|
| 910 | _a201407 | ||
| 942 | _c1 | ||
| 999 |
_c70739 _d70739 |
||