000			01394cam a2200181 a 4500
999			_c3286 _d3286
020			_a9780132397902
020			_a0132397900
050	0	0	_aHD61 _b.H83
100	1		_aHull, John,
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.
500			_aIncludes index
505			_a1. 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.
650		0	_aRisk management.
650		0	_aFinancial institutions _xManagement.
942			_cBK