02919nam 2200637 a 450 991082165110332120240313235131.01-118-57354-41-118-57357-91-118-57350-1(CKB)2560000000102770(EBL)1215829(OCoLC)827198475(SSID)ssj0000943903(PQKBManifestationID)11595721(PQKBTitleCode)TC0000943903(PQKBWorkID)10978592(PQKB)11174480(MiAaPQ)EBC1215829(DLC) 2013005655(Au-PeEL)EBL1215829(CaPaEBR)ebr10720715(CaONFJC)MIL499122(PPN)183680804(EXLCZ)99256000000010277020130208d2013 uy 0engur|||||||||||txtccrHandbook of financial risk management simulations and case studies /N.H. Chan, H.Y. Wong1st ed.Hoboken Wiley20131 online resource (432 p.)Wiley handbooks in financial engineering and econometricsDescription based upon print version of record.0-470-64715-9 Includes bibliographical references and indexes.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.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 solveWiley Handbooks in Financial Engineering and EconometricsFinanceSimulation methodsRisk managementSimulation methodsFinanceSimulation methods.Risk managementSimulation methods.332.64/50113Chan Ngai Hang282488Wong Hoi Ying1974-1625533MiAaPQMiAaPQMiAaPQBOOK9910821651103321Handbook of financial risk management3961075UNINA