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180614s2018 njua ob 001 0 eng d |
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|a 9781119448167
|q (electronic book)
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|a 1119448166
|q (electronic book)
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|a 9781119448099
|q (electronic book)
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|a 1119448093
|q (electronic book)
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|a 9781119448112
|q (hardcover)
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|a 1119448115
|q (hardcover)
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|a (OCoLC)1040202735
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|a (OCoLC)on1040202735
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|a U@S
|b spa
|c U@S
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|a U@SA
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|a HD61
|b .H83 2018eb
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|a Recurso electrónico en INTERNET
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| 100 |
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|a Hull, John,
|d 1946-
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| 245 |
1 |
0 |
|a Risk management and financial institutions
|h [recurso electrónico] /
|c John C. Hull.
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| 250 |
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|a 5th ed.
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| 260 |
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|a Hoboken, NJ :
|b John Wiley & Sons,
|c c2018.
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| 300 |
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|a 1 recurso en línea (xxvii, 799 p.).
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| 490 |
1 |
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|a Wiley finance series
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| 516 |
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|a Libro electrónico.
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| 500 |
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|a Título tomado de la pantalla de presentación (visto 14 de junio de 2018)
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| 538 |
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|a Modo de acceso: a través de Internet.
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| 504 |
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|a Incluye referencias bibliográficas e índice.
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|a Business Snapshots -- Preface -- 1. Introduction -- Part One: Financial institutions and their trading: 2. Banks -- 3. Insurance Companies and Pension Plans -- 4. Mutual Funds and Hedge Funds -- 5. Trading in Financial Markets -- 6. The Credit Crisis of 2007 -- 7. Valuation and scenario analysis: the risk-neutral and real worlds -- Part Two: Market risk: 8. How traders manage their risks -- 9. Interest rate risk -- 10. volatility -- 11. Correlations and copulas -- 12. Value at risk and expected shortfall -- 13. Historical simulation and extreme value theory -- 14. Model-building approach -- Part Three: Regulation: 15. Basel I, Basel II, and Solvency II -- 16. Basel II.5, Basel III, and other post-crisis changes -- 17. Fundamental review of the trading book -- Part Four: Credit risk: 18. Managing credit risk : margin, OTC markets, and CCPs -- 19. Estimating default probabilities -- 20. CVA and DVA -- 21. Credit value at risk -- Part Five: Other topics: 22. Scenario analysis and stress testing -- 23. Operational risk -- 24. Liquidity risk -- 25. Model risk -- 26. Economic capital and RAROC -- 27. Enterprise risk management -- 28. Risk management mistakes to avoid -- Part Six: Appendices: Appendices -- Answers to Questions and Problems -- Glossary -- DerivaGem Software -- Tables for N(x)
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| 520 |
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|a "The most complete, up-to-date guide to risk management in finance "Risk management and financial institutions", fifth edition, explains all aspects of financial risk and financial institution regulation, helping you better understand the financial markets -and their potential dangers. Inside, you'll learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource. All financial professionals need to understand and quantify the risks associated with their decisions. This book provides a complete guide to risk management with the most up to date information. Understand how risk affects different types of financial institutions; Learn the different types of risk and how they are managed; Study the most current regulatory issues that deal with risk; Get the help you need, whether you're a student or a professional Risk management has become increasingly important in recent years and a deep understanding is essential for anyone working in the finance industry; today, risk management is part of everyone's job. For complete information and comprehensive coverage of the latest industry issues and practices, "Risk management and financial institutions", fifth edition, is an informative, authoritative guide." --Descripción del editor.
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| 650 |
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0 |
|a Risk management.
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| 650 |
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0 |
|a Financial institutions
|x Management.
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| 650 |
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7 |
|a Administración de riesgos.
|2 UDESA
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| 650 |
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7 |
|a Empresas financieras
|x Administración.
|2 UDESA
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| 830 |
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0 |
|a Wiley finance series.
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| 856 |
4 |
0 |
|z Solo para usuarios autorizados, varios accesos simultáneos
|u https://ebookcentral.proquest.com/lib/sanandres/detail.action?docID=5322521
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