Handbook of financial risk management
Chan, Ngai Hang.
Handbook of financial risk management simulations and case studies / [electronic resource] : N.H. Chan, H.Y. Wong. - Hoboken : Wiley, 2013. - xv, 412 p. : ill. (some col.). - Wiley handbooks in financial engineering and econometrics .
Includes bibliographical references and indexes.
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.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Simulation methods.
Risk management--Simulation methods.
Electronic books.
HG173 / .C4695 2013eb
332.64/50113
Handbook of financial risk management simulations and case studies / [electronic resource] : N.H. Chan, H.Y. Wong. - Hoboken : Wiley, 2013. - xv, 412 p. : ill. (some col.). - Wiley handbooks in financial engineering and econometrics .
Includes bibliographical references and indexes.
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.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Simulation methods.
Risk management--Simulation methods.
Electronic books.
HG173 / .C4695 2013eb
332.64/50113