Hull, John 1946- creator text bibliography nju Upper Saddle River, NJ Pearson Prentice Hall c2007 2007 monographic eng

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xvi, 500 p. : ill. ; 24 cm. 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. John Hull. Includes bibliographical references and index. Risk management Financial institutions Management HD61.H83 332.1068/1 0132397900 9780132397902 2006043553 DLC 060420 20210414113918.0 14346927