Handbook of simulation and financial risk management with practical case studies / Ngai Hang Chan, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong, Hoi Ying Wong, Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong.

Author/creator Chan, Ngai Hang
Other author Wong, Hoi Ying, 1974-
Format Electronic
Publication InfoHoboken : Wiley, 2013.
Description1 online resource.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

Contents 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.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Source of descriptionDescription based on print version record and CIP data provided by publisher.
Issued in other formPrint version: Chan, Ngai Hang. Handbook of simulation and financial risk management with practical case studies Hoboken : Wiley, 2013 9780470647158
Genre/formElectronic books.
LCCN 2013005655
ISBN9781118573549 (epub)
ISBN9781118573501 (pdf)
ISBN9781118573587 ( mobi)

Availability

Library Location Call Number Status Item Actions
Electronic Resources Access Content Online ✔ Available