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008 130208s2013 nju ob 001 0 eng
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020 _a9781118573570
020 _a1118573579
020 _a1299678726
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050 0 0 _aHG173
072 7 _aBUS
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082 0 0 _a332.64/50113
_223
049 _aMAIN
100 1 _aChan, Ngai Hang.
245 1 0 _aHandbook of simulation and financial risk management with practical 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 1 _aHoboken :
_bWiley,
_c2013.
300 _a1 online resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley handbooks in financial engineering and econometrics
504 _aIncludes bibliographical references and index.
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.
588 0 _aPrint version record and CIP data provided by publisher.
520 _aThis authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods can be used as indispensable tools in risk management. It also covers topics such as volatility, fixed-income derivatives, LIBOR Market Models, risk measures, and includes over two-dozen recognized s.
650 0 _aFinance
_xSimulation methods.
650 0 _aRisk management
_xSimulation methods.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 4 _aRisk management - Simulation methods.
655 4 _aElectronic books.
655 0 _aElectronic books.
700 1 _aWong, Hoi Ying,
_d1974-
776 0 8 _iPrint version:
_aChan, Ngai Hang.
_tHandbook of simulation and financial risk management with practical case studies.
_dHoboken : Wiley, 2013
_z9780470647158
_w(DLC) 2013001309
830 0 _aWiley handbooks in financial engineering and econometrics.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118573570
_zWiley Online Library
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