Handbook of financial risk management simulations and case studies /
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| Autor principal: | |
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| Autor Corporativo: | |
| Outros Autores: | |
| Formato: | Recurso Electrónico livro electrónico |
| Idioma: | inglês |
| Publicado em: |
Hoboken :
Wiley,
2013.
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| Colecção: | Wiley handbooks in financial engineering and econometrics
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| Assuntos: | |
| Acesso em linha: | An electronic book accessible through the World Wide Web; click to view |
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Sumário:
- 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.