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082 0 4 _a332.6450113
_bC454h 2013
100 1 _9186820
_aChan, Ngai Hang,
_eautor
245 1 0 _aHandbook of financial risk management :
_bsimulations and case studies /
_cNgai 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.
264 3 1 _aHoboken, New Jersey :
_bWiley,
_c2013.
300 _axv, 412 páginas :
_bilustraciones.
336 _atexto
_btxt
_2rdacontent
337 _ano mediado
_bn
_2rdamedia
338 _avolumen
_bnc
_2rdacarrier
490 0 _aWiley handbooks in financial engineering and econometrics
504 _aIncluye bibliografía (páginas 401-404).
505 0 _aList 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.
650 1 4 _981017
_aAdministración de riesgos.
650 1 4 _9324703
_aFinanzas.
_xMétodos de simulación.
700 1 _9297169
_aWong, Hoi Ying,
_d1974- .
_eautor
830 0 _9573339
_aWiley handbooks in financial engineering and econometrics.
942 _2ddc
_cGEN
991 _aC0
_bUN@
991 _aCAIA
_aPR14
_aVillarreal Celestino, Cuauhtémoc.
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