TY  - BOOK
AU  - Chan,Ngai Hang
AU  - Wong,Hoi Ying
TI  - Handbook of simulation and financial risk management simulations and case studies
SN  - 9780470647158 (cloth)
AV  - HG173 .C4695 2013
U1  - 332.64'50113 23
PY  - 2013///
CY  - Hoboken, New Jersey
PB  - Wiley
KW  - Finance
KW  - Simulation methods
KW  - Risk management
N1  - 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
N2  - This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications
ER  -