Wiley handbooks in financial engineering and econometrics.
Bibliography, etc. Note
Includes bibliographical references and indexes.
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.