Handbook of financial risk management simulations and case studies /
Guardat en:
| Autor principal: | |
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| Autor corporatiu: | |
| Altres autors: | |
| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
Hoboken :
Wiley,
2013.
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| Col·lecció: | Wiley handbooks in financial engineering and econometrics
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| Matèries: | |
| Accés en línia: | An electronic book accessible through the World Wide Web; click to view |
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Taula de continguts:
- 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.