Handbook of simulation and financial risk management with practical case studies

Handbook of simulation and financial risk management with practical 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.

This 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 pra...

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Bibliographic Details
Main Author: Chan, Ngai Hang
Other Authors: Wong, Hoi Ying, 1974-
Format: eBook
Language:English
Published: Hoboken : Wiley, 2013.
Subjects:
Finance > Simulation methods.
Risk management > Simulation methods.
BUSINESS & ECONOMICS > Investments & Securities > General.
Risk management > Simulation methods
Online Access:Click for online access
Table of 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.

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