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 Info | Hoboken, New Jersey : Wiley, 2013. |
| Description | xv, 412 pages : illustrations ; 24 cm |
| Supplemental Content | Full 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 note | Includes bibliographical references (pages 401-404) and indexes. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2013001309 |
| ISBN | 9780470647158 (cloth) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |