Handbook of financial risk management simulations and case studies
Chan, Ngai Hang
Handbook of financial risk management simulations and case studies - New Jersey Wiley 2013
Includes bibliographical references and index.
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.
9780470647158
2013001309
Finance--Simulation methods.
Risk management--Simulation methods.
HG173 / .C4695 2013
Handbook of financial risk management simulations and case studies - New Jersey Wiley 2013
Includes bibliographical references and index.
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.
9780470647158
2013001309
Finance--Simulation methods.
Risk management--Simulation methods.
HG173 / .C4695 2013