Handbook of financial risk management [[electronic resource] ] : simulations and case studies / / N.H. Chan, H.Y. Wong |
Autore | Chan Ngai Hang |
Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
Descrizione fisica | 1 online resource (432 p.) |
Disciplina | 332.64/50113 |
Altri autori (Persone) | WongHoi Ying <1974-> |
Collana | Wiley handbooks in financial engineering and econometrics |
Soggetto topico |
Finance - Simulation methods
Risk management - Simulation methods |
ISBN |
1-118-57354-4
1-118-57357-9 1-118-57350-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNINA-9910139053703321 |
Chan Ngai Hang | ||
Hoboken, : Wiley, 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Handbook of financial risk management : simulations and case studies / / N.H. Chan, H.Y. Wong |
Autore | Chan Ngai Hang |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2013 |
Descrizione fisica | 1 online resource (432 p.) |
Disciplina | 332.64/50113 |
Altri autori (Persone) | WongHoi Ying <1974-> |
Collana | Wiley handbooks in financial engineering and econometrics |
Soggetto topico |
Finance - Simulation methods
Risk management - Simulation methods |
ISBN |
1-118-57354-4
1-118-57357-9 1-118-57350-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNINA-9910821651103321 |
Chan Ngai Hang | ||
Hoboken, : Wiley, 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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