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" Handbook of simulation and financial risk management with practical case studies "
Ngai Hang Chan, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong, Hoi Ying Wong, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong.
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BL
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| Record Number
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619021
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dltt
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| Main Entry
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Chan, Ngai Hang.
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| Title & Author
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Handbook of simulation and financial risk management with practical case studies\ Ngai Hang Chan, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong, Hoi Ying Wong, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong.
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| Publication Statement
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Hoboken :: Wiley,, 2013.
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| ISBN
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9781118573549
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: 9781118573501
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: 9781118573587
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9780470647158
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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List of figures -- List of tables -- Preface -- An introduction to excel vba -- Background -- Structured products -- Volatility modeling -- Fixed-income derivatives I : short-rate models -- Fixed-income derivatives II : libor market models -- Credit derivatives and counterparty credit risk -- Value-at-risk and related risk measures -- The Greeks -- Appendix -- References -- Subject index -- Author index.
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Finance-- Simulation methods.
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Risk management-- Simulation methods.
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| Added Entry
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Wong, Hoi Ying,1974-
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Wiley Online Library (Online service)
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