Handbook of financial risk management simulations and case studies /

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書目詳細資料
主要作者: Chan, Ngai Hang
企業作者: ebrary, Inc
其他作者: Wong, Hoi Ying, 1974-
格式: 電子 電子書
語言:英语
出版: Hoboken : Wiley, 2013.
叢編:Wiley handbooks in financial engineering and econometrics
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在線閱讀:An electronic book accessible through the World Wide Web; click to view
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書本目錄:
  • 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.