Handbook of financial risk management : simulations and case studies / / N.H. Chan, H.Y. Wong

• Autore: Chan Ngai Hang
• 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->
• 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
• Serie: Wiley Handbooks in Financial Engineering and Econometrics