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Handbook of simulation and financial risk management simulations and case studies / Ngai 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.

By: Contributor(s): Material type: TextTextPublisher: Hoboken, New Jersey : Wiley, 2013Description: xv, 412 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780470647158 (cloth)
Subject(s): Additional physical formats: Online version:: Handbook of simulation and financial risk management with practical case studiesDDC classification:
  • 332.64'50113 23
LOC classification:
  • HG173 .C4695 2013
Contents:
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.
Summary: This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications.
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Monograph & others Monograph & others CBN ABEOKUTA BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100414644
Monograph & others Monograph & others CBN AKURE BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100370051
Monograph & others Monograph & others CBN ASABA BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100485883
Monograph & others Monograph & others CBN BAUCHI BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100385661
Monograph & others Monograph & others CBN BENIN BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100477674
Monograph & others Monograph & others CBN CALABAR BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100513866
Monograph & others Monograph & others CBN ENUGU BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c. 1 Available 31008100632765
Monograph & others Monograph & others CBN HQ Library 332.64'50113 CHA (Browse shelf(Opens below)) Available 31008100062526
Monograph & others Monograph & others CBN HQ Library 332.64'50113 CHA (Browse shelf(Opens below)) Available 31008100062534
Monograph & others Monograph & others CBN IBADAN BRANCH LIBRARY General Stacks 332.64'50113 CHA (Browse shelf(Opens below)) Available 31008100739768
Monograph & others Monograph & others CBN ILORIN BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) Available 31008100458179
Monograph & others Monograph & others CBN JOS BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100381272
Monograph & others Monograph & others CBN KADUNA BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) Available 31008100496526
Monograph & others Monograph & others CBN KANO BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100656202
Monograph & others Monograph & others CBN KATSINA BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) Available 31008100375415
Monograph & others Monograph & others CBN LAGOS LAISON OFFICE LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100687132
Monograph & others Monograph & others CBN LAGOS LEARNING CENTRE LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100722269
Monograph & others Monograph & others CBN MAIDUGURI BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c. 1 Available 9780470647158
Monograph & others Monograph & others CBN MAKURDI BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100428487
Monograph & others Monograph & others CBN MINNA BRANCH LIBRARY General Stacks Fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100584727
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Monograph & others Monograph & others CBN OWERRI BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) c.1 Available 31008100541123
Monograph & others Monograph & others CBN PORTHARCOURT BRANCH LIBRARY General Stacks Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) C.1 Available 31008100434147
Monograph & others Monograph & others CBN SOKOTO BRANCH LIBRARY Non-fiction 332.64'50113 CHA (Browse shelf(Opens below)) Available 31008100398094
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Includes bibliographical references (pages 401-404) and indexes.

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.

This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications.

oif 22/06/15

Loan

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