04023cam a2200769 i 4500 ocn827198475 OCoLC 20171112085047.0 m o d cr ||||||||||| 130208s2013 nju ob 001 0 eng 2013005655 9781118573549 (epub) 1118573544 (epub) 9781118573501 (pdf) 1118573501 (pdf) 9781118573587 (mobi) 1118573587 (mobi) 9781118573570 1118573579 1299678726 9781299678729 9780470647158 (cloth) AU@ 000051763208 AU@ 000053306029 CHBIS 010026969 CHNEW 000721114 CHVBK 306238144 DEBBG BV041904835 DEBBG BV042739433 DEBSZ 431441529 DKDLA 820120-katalog:000664433 NZ1 15351107 DEBBG BV041876929 (OCoLC)827198475 (OCoLC)851161713 (OCoLC)927508505 499122 MIL A1AA26CB-50A6-43DA-8174-2DDC188888E2 OverDrive, Inc. http://www.overdrive.com DLC eng rda pn DLC YDX N$T YDXCP IDEBK EBLCP DG1 CUS CUI MHW CDX E7B B24X7 TEFOD DEBSZ DEBBG TEFOD OCLCQ DG1 pcc MAIN HG173 BUS 036000 bisacsh 332.64/50113 23 Chan, Ngai Hang. 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. [electronic resource] Hoboken : Wiley, 2013. 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley handbooks in financial engineering and econometrics Includes bibliographical references and index. 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. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods can be used as indispensable tools in risk management. It also covers topics such as volatility, fixed-income derivatives, LIBOR Market Models, risk measures, and includes over two-dozen recognized s. Print version record and CIP data provided by publisher. Finance Simulation methods. Risk management Simulation methods. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Risk management - Simulation methods. Electronic books. Electronic books. Wong, Hoi Ying, 1974- Print version: Chan, Ngai Hang. Handbook of simulation and financial risk management with practical case studies. Hoboken : Wiley, 2013 9780470647158 (DLC) 2013001309 Wiley handbooks in financial engineering and econometrics. http://onlinelibrary.wiley.com/book/10.1002/9781118573570 Wiley Online Library ddc BK 206415 206415