Handbook of financial risk management simulations and case studies /

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Bibliografische gegevens
Hoofdauteur: Chan, Ngai Hang
Coauteur: ebrary, Inc
Andere auteurs: Wong, Hoi Ying, 1974-
Formaat: Elektronisch E-boek
Taal:Engels
Gepubliceerd in: Hoboken : Wiley, 2013.
Reeks:Wiley handbooks in financial engineering and econometrics
Onderwerpen:
Online toegang:An electronic book accessible through the World Wide Web; click to view
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Inhoudsopgave:
  • 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.