Handbook of financial risk management simulations and case studies /
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Format: | Elektronisch E-Book |
Sprache: | Englisch |
Veröffentlicht: |
Hoboken :
Wiley,
2013.
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Schriftenreihe: | Wiley handbooks in financial engineering and econometrics
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Schlagworte: | |
Online-Zugang: | An electronic book accessible through the World Wide Web; click to view |
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Inhaltsangabe:
- 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.