Handbook of financial risk management simulations and case studies /

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Chan, Ngai Hang
Erakunde egilea: ebrary, Inc
Beste egile batzuk: Wong, Hoi Ying, 1974-
Formatua: Baliabide elektronikoa eBook
Hizkuntza:ingelesa
Argitaratua: Hoboken : Wiley, 2013.
Saila:Wiley handbooks in financial engineering and econometrics
Gaiak:
Sarrera elektronikoa:An electronic book accessible through the World Wide Web; click to view
Etiketak: Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
Aurkibidea:
  • 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.