TY  - BOOK
AU  - Hull,John
TI  - Risk management and  financial institutions
SN  - 0132397900
AV  - HD61 .H83 
PY  - 2007///
CY  - Upper Saddle River, NJ
PB  - Pearson Prentice Hall
KW  - Risk management
KW  - Financial institutions
KW  - Management
N1  - Includes 9index; 1. Introduction --
2. Financial products and how they are used for hedging --
3. How traders manage their exposures --
4. Interest rate risk --
5. Volatility --
6. Correlation and copulas --
7. Bank regulation and basel II --
8. VaR measure --
9. Market risk VaR : historical simulation approach --
10. Market risk VaR : model-building approach --
11. Credit risk : estimating default probabilities --
12. Credit risk losses and credit VaR --
13. Credit derivatives --
14. Operational risk --
15. Model risk and liquidity risk --
16. Economic capital and RAROC --
17. Weather, energy, and insurance derivatives --
18. Big losses and what we can learn from them --
App. A. Valuing forward and futures contracts --
App. B. Valuing swaps --
App. C. Valuing European options --
App. D. Valuing American options --
App. E. Manipulation of credit transition matrices
ER  -