Handbook of financial risk management simulations and case studies /
Enregistré dans:
| Auteur principal: | |
|---|---|
| Collectivité auteur: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | anglais |
| Publié: |
Hoboken :
Wiley,
2013.
|
| Collection: | Wiley handbooks in financial engineering and econometrics
|
| Sujets: | |
| Accès en ligne: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Table des matières:
- 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.