Handbook of financial risk management simulations and case studies /

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Bibliografiske detaljer
Hovedforfatter: Chan, Ngai Hang
Institution som forfatter: ebrary, Inc
Andre forfattere: Wong, Hoi Ying, 1974-
Format: Electronisk eBog
Sprog:engelsk
Udgivet: Hoboken : Wiley, 2013.
Serier:Wiley handbooks in financial engineering and econometrics
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Indholdsfortegnelse:
  • 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.