01942cam a22003014a 4500 14346927 20210414113918.0 060420s2007 njua b 001 0 eng 2006043553 0132397900 9780132397902 (OCoLC)ocm67945680 DLC DLC BAKER C#P DLC pcc HD61.H83 332.1068/1 22 Hull, John, 1946- Risk management and financial institutions / John Hull. Upper Saddle River, NJ : Pearson Prentice Hall, c2007. xvi, 500 p. : ill. ; 24 cm. Includes bibliographical references and index. 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. Risk management. Financial institutions Management. 7 cbc orignew 1 ocip 20 y-gencatlg lcc BK 590 8090 0 0 lcc 0 0 WIUC-1 WIUC-1 GEN 2012-02-03 0 HD61.H83 1481/12 2012-02-03 00:00:00 2012-02-03 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 GEN 2012-02-03 0 HD61.H831 1482/12 2012-02-03 00:00:00 2012-02-03 BK 0 0 lcc 0 0 WIUC-1 WIUC-1 GEN 2012-02-03 0 HD61.H832 1483/12 2012-02-03 00:00:00 2012-02-03 BK