Handbook of simulation and financial risk management with practical case studies /

This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve pra...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Chan, Ngai Hang
Autres auteurs: Wong, Hoi Ying, 1974-
Format: Électronique eBook
Langue:Inglés
Publié: Hoboken : Wiley, 2013.
Sujets:
Finance > Simulation methods.
Risk management > Simulation methods.
Finances > Méthodes de simulation.
Gestion du risque > Méthodes de simulation.
BUSINESS & ECONOMICS > Investments & Securities > General.
Risk management > Simulation methods
Accès en ligne:Texto completo
Table des matières:
  • 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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