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Record Nr. |
UNINA9910821651103321 |
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Autore |
Chan Ngai Hang |
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Titolo |
Handbook of financial risk management : simulations and case studies / / N.H. Chan, H.Y. Wong |
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Pubbl/distr/stampa |
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ISBN |
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1-118-57354-4 |
1-118-57357-9 |
1-118-57350-1 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (432 p.) |
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Collana |
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Wiley handbooks in financial engineering and econometrics |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Finance - Simulation methods |
Risk management - Simulation methods |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and indexes. |
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Nota di contenuto |
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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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Sommario/riassunto |
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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 |
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