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Handbook of financial risk management : simulations and case studies / N.H. Chan, H.Y. Wong.
- Format:
- Book
- Author/Creator:
- Chan, Ngai Hang.
- Series:
- Wiley Handbooks in Financial Engineering and Econometrics
- Wiley handbooks in financial engineering and econometrics
- Language:
- English
- Subjects (All):
- Finance--Simulation methods.
- Finance.
- Risk management--Simulation methods.
- Risk management.
- Physical Description:
- 1 online resource (432 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Hoboken : Wiley, 2013.
- Language Note:
- English
- Summary:
- An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the practical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation algorithms can be used to solve
- Contents:
- 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.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and indexes.
- ISBN:
- 9781118573549
- 1118573544
- 9781118573570
- 1118573579
- 9781118573501
- 1118573501
- OCLC:
- 827198475
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