Handbook of financial risk management : simulations and case studies /
Chan, Ngai Hang,
Handbook of financial risk management : simulations and 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. - xv, 412 páginas : ilustraciones. - Wiley handbooks in financial engineering and econometrics . - Wiley handbooks in financial engineering and econometrics. .
Incluye bibliografía (páginas 401-404).
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.
0470647159 9780470647158
Administración de riesgos.
Finanzas.--Métodos de simulación.
332.6450113 / C454h 2013
Handbook of financial risk management : simulations and 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. - xv, 412 páginas : ilustraciones. - Wiley handbooks in financial engineering and econometrics . - Wiley handbooks in financial engineering and econometrics. .
Incluye bibliografía (páginas 401-404).
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.
0470647159 9780470647158
Administración de riesgos.
Finanzas.--Métodos de simulación.
332.6450113 / C454h 2013