Handbook of financial risk management simulations and case studies /
| Основен автор: | Chan, Ngai Hang. |
|---|---|
| Автор-организации: | ebrary, Inc. |
| Други автори: | Wong, Hoi Ying, 1974- |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Hoboken :
Wiley,
2013.
|
| Серия: |
Wiley handbooks in financial engineering and econometrics
|
| Предмети: | |
| Онлайн достъп: |
An electronic book accessible through the World Wide Web; click to view |
Съдържание:
- 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.