Handbook of simulation and financial risk management simulations and case studies / Ngai Hang Chan, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong, Hoi Ying Wong, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong.

Author/creator Chan, Ngai Hang
Other author Wong, Hoi Ying, 1974-
Format Electronic
Publication InfoHoboken, New Jersey : Wiley, 2013.
Descriptionxv, 412 pages : illustrations ; 24 cm
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

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.
Bibliography noteIncludes bibliographical references (pages 401-404) and indexes.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013001309
ISBN9780470647158 (cloth)

Availability

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Electronic Resources Access Content Online ✔ Available