Handbook of financial risk management [[electronic resource] ] : simulations and case studies / / N.H. Chan, H.Y. Wong
| 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
|
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| Hoboken, : Wiley, 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of financial risk management : simulations and case studies / / N.H. Chan, H.Y. Wong
| 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 |
9781118573549
1118573544 9781118573570 1118573579 9781118573501 1118573501 |
| 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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||