000			02002cam a2200349 i 4500
001			2013001309
003			DLC
005			20151013140053.0
008			130208s2013 njua b 001 0 eng
010			_a 2013001309
020			_a9780470647158 (cloth)
040			_aDLC _beng _cDLC _erda _dDLC
050	0	0	_aHG173 _b.C4695 2013
082	0	0	_a332.64'50113 _223
100	1		_aChan, Ngai Hang.
245	1	0	_aHandbook of simulation and financial risk management simulations and 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, New Jersey : _bWiley, _c2013.
300			_axv, 412 pages : _billustrations ; _c24 cm
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
504			_aIncludes bibliographical references (pages 401-404) and indexes.
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.
520			_aThis authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications.
590			_aoif 22/06/15
591			_aLoan
650		0	_aFinance _xSimulation methods.
650		0	_aRisk management _xSimulation methods.
700	1		_aWong, Hoi Ying, _d1974-
776	0	8	_iOnline version: _aChan, Ngai Hang. _tHandbook of simulation and financial risk management with practical case studies _dHoboken : Wiley, 2013 _z9781118573501 _w(DLC) 2013005655
942			_2ddc _cBOOK
999			_c2399 _d2399