LEADER 02921nam 2200625 a 450 001 9910139053703321 005 20200520144314.0 010 $a1-118-57354-4 010 $a1-118-57357-9 010 $a1-118-57350-1 035 $a(CKB)2560000000102770 035 $a(EBL)1215829 035 $a(OCoLC)827198475 035 $a(SSID)ssj0000943903 035 $a(PQKBManifestationID)11595721 035 $a(PQKBTitleCode)TC0000943903 035 $a(PQKBWorkID)10978592 035 $a(PQKB)11174480 035 $a(MiAaPQ)EBC1215829 035 $a(DLC) 2013005655 035 $a(Au-PeEL)EBL1215829 035 $a(CaPaEBR)ebr10720715 035 $a(CaONFJC)MIL499122 035 $a(PPN)183680804 035 $a(EXLCZ)992560000000102770 100 $a20130208d2013 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aHandbook of financial risk management$b[electronic resource] $esimulations and case studies /$fN.H. Chan, H.Y. Wong 210 $aHoboken $cWiley$d2013 215 $a1 online resource (432 p.) 225 0$aWiley handbooks in financial engineering and econometrics 300 $aDescription based upon print version of record. 311 $a0-470-64715-9 320 $aIncludes bibliographical references and indexes. 327 $aList 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. 330 $aAn authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the practical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation algorithms can be used to solve 410 0$aWiley Handbooks in Financial Engineering and Econometrics 606 $aFinance$xSimulation methods 606 $aRisk management$xSimulation methods 615 0$aFinance$xSimulation methods. 615 0$aRisk management$xSimulation methods. 676 $a332.64/50113 700 $aChan$b Ngai Hang$0282488 701 $aWong$b Hoi Ying$f1974-$0922084 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910139053703321 996 $aHandbook of financial risk management$92153459 997 $aUNINA