000			01942cam a22003014a 4500
001			14346927
005			20210414113918.0
008			060420s2007 njua b 001 0 eng
010			_a 2006043553
020			_a0132397900
020			_a9780132397902
035			_a(OCoLC)ocm67945680
040			_aDLC _cDLC _dBAKER _dC#P _dDLC
042			_apcc
050	0	0	_aHD61.H83
082	0	0	_a332.1068/1 _222
100	1		_aHull, John, _d1946-
245	1	0	_aRisk management and financial institutions / _cJohn Hull.
260			_aUpper Saddle River, NJ : _bPearson Prentice Hall, _cc2007.
300			_axvi, 500 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references and index.
505			_aCOntents: 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	_aRisk management.
650		0	_aFinancial institutions _xManagement.
906			_a7 _bcbc _corignew _d1 _eocip _f20 _gy-gencatlg
942			_2lcc _cBK
999			_c590 _d8090