Handbook of financial risk management : simulations and case studies /

Handbook of financial risk management : simulations and case studies /

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Bibliographic Details
Author / Creator:	Chan, Ngai Hang.
Imprint:	Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Description:	1 online resource.
Language:	English
Series:	Wiley handbooks in financial engineering and econometrics Wiley handbooks in financial engineering and econometrics.
Subject:	Finance -- Simulation methods. Risk management -- Simulation methods. Risk management -- Simulation methods.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/9350033

Hidden Bibliographic Details
Other authors / contributors:	Wong, Hoi Ying, 1974-
ISBN:	9781118573501 (electronic bk.) 1118573501 (electronic bk.) 9781118573549 (electronic bk.) 1118573544 (electronic bk.) 9781118573587 (electronic bk.) 1118573587 (electronic bk.) 9780470647158 (cloth) 9781118573570 (electronic bk.) 1118573579 (electronic bk.) 1299678726 (ebk) 9781299678729 (ebk)
Notes:	Includes bibliographical references and indexes. Description based on online resource; title from digital title page (viewed on July 17, 2013).
Other form:	Print version: Chan, Ngai Hang. Handbook of simulation and financial risk management with practical case studies Hoboken : Wiley, 2013 9780470647158

Table of Contents:

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
Author index
Subject index.