Risk management and financial institutions / (Record no. 590)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01942cam a22003014a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 14346927 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210414113918.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 060420s2007 njua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2006043553 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0132397900 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780132397902 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocm67945680 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | BAKER |
| -- | C#P |
| -- | DLC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61.H83 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.1068/1 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hull, John, |
| Dates associated with a name | 1946- |
| 245 10 - TITLE STATEMENT | |
| Title | Risk management and financial institutions / |
| Statement of responsibility, etc. | John Hull. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Upper Saddle River, NJ : |
| Name of publisher, distributor, etc. | Pearson Prentice Hall, |
| Date of publication, distribution, etc. | c2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 500 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | COntents: Introduction -- Finanical products and how they are used for hedging -- How traders manage their exposures -- Interest rate risk -- Volatility -- Correlation and Copulas -- Bank regulation and base II -- The VaR measure -- Market Risk VaR: Historical simulation approach -- Market Risk VaR: Modeling- Building Approach -- Credit risk: Estimating default probabilities -- Credit risk losses and credit VaR -- Credit Derivatives -- Operational risk -- Model risk and liquidity risk -- Economic Capital and RAROC -- Weather, Energy and insurance derivatives -- BIg losses and what we can learn from them -- Appendix A: Valuing forward and futures contracts -- Appendix B: Valuing swaps -- Appendix C: Valuing European options -- Appendix D: Valuing American options -- Appendix E : Manipulation of credit transition matrices -- Answers to questions and problems -- Glossary of terms -- Derivagem software. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Financial institutions |
| General subdivision | Management. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 1 |
| e | ocip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | General Stacks | 03/02/2012 | HD61.H83 | 1481/12 | 03/02/2012 | 03/02/2012 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | General Stacks | 03/02/2012 | HD61.H831 | 1482/12 | 03/02/2012 | 03/02/2012 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | General Stacks | 03/02/2012 | HD61.H832 | 1483/12 | 03/02/2012 | 03/02/2012 | Books |