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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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Pubblicazione: | Hoboken, : Wiley, 2013 |
Edizione: | 1st ed. |
Descrizione fisica: | 1 online resource (432 p.) |
Disciplina: | 332.64/50113 |
Soggetto topico: | Finance - Simulation methods |
Risk management - Simulation methods | |
Altri autori: |
WongHoi Ying <1974->
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Note generali: | Description based upon print version of record. |
Nota di bibliografia: | Includes bibliographical references and indexes. |
Nota di contenuto: | 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. |
Sommario/riassunto: | 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 |
Titolo autorizzato: | Handbook of financial risk management ![]() |
ISBN: | 1-118-57354-4 |
1-118-57357-9 | |
1-118-57350-1 | |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910821651103321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |