Handbook of financial risk management simulations and case studies /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken :
Wiley,
2013.
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| Series: | Wiley handbooks in financial engineering and econometrics
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 007 | cr cn||||||||| | ||
| 008 | 130208s2013 njuad sb 001 0 eng d | ||
| 010 | |z 2013001309 | ||
| 020 | |z 9780470647158 (cloth) | ||
| 020 | |z 9781118573501 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10720715 | ||
| 035 | |a (OCoLC)827198475 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG173 |b .C4695 2013eb |
| 082 | 0 | 4 | |a 332.64/50113 |2 23 |
| 100 | 1 | |a Chan, Ngai Hang. | |
| 245 | 1 | 0 | |a Handbook of financial risk management |h [electronic resource] : |b simulations and case studies / |c N.H. Chan, H.Y. Wong. |
| 260 | |a Hoboken : |b Wiley, |c 2013. | ||
| 300 | |a xv, 412 p. : |b ill. (some col.). | ||
| 440 | 0 | |a Wiley handbooks in financial engineering and econometrics | |
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Finance |x Simulation methods. | |
| 650 | 0 | |a Risk management |x Simulation methods. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Wong, Hoi Ying, |d 1974- | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10720715 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 159694 |d 159694 | ||