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

By: Contributor(s): Material type: TextTextSeries: Wiley handbooks in financial engineering and econometricsPublication details: Hoboken : Wiley, 2013.Description: xv, 412 p. : ill. (some col.)Subject(s): Genre/Form: DDC classification:
  • 332.64/50113 23
LOC classification:
  • HG173 .C4695 2013eb
Online resources:
Contents:
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.
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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.

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