Handbook of financial risk management : simulations and case studies / N.H. Chan, H.Y. Wong.
2013
Formats
| Format | |
|---|---|
| BibTeX | |
| MARCXML | |
| TextMARC | |
| MARC | |
| DublinCore | |
| EndNote | |
| NLM | |
| RefWorks | |
| RIS |
Items
Details
Author
Uniform Title
Ebrary electronic monographs.
Title
Handbook of financial risk management : simulations and case studies / N.H. Chan, H.Y. Wong.
Added Author
Added Corporate Author
Imprint
Hoboken : Wiley, 2013.
Description
xv, 412 pages : illustrations (some color).
Series
Wiley handbooks in financial engineering and econometrics.
Formatted Contents Note
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.
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, etc. Note
Includes bibliographical references and indexes.
Linked Resources
Language
English
Reproduction
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
ISBN
9780470647158 cloth
9781118573501 e-book
9781118573501 e-book
Record Appears in