Chan, Ngai Hang. creator Wong, Hoi Ying 1974- text bibliography Electronic books. Electronic books. nju 2013 monographic eng

electronic resource

1 online resource. 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. 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. 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. Includes bibliographical references and index. Finance Simulation methods Risk management Simulation methods BUSINESS & ECONOMICS Investments & Securities General Risk management - Simulation methods HG173 332.64/50113 Chan, Ngai Hang. Hoboken : Wiley, 2013 (DLC) 2013001309 9781118573549 1118573544 9781118573501 1118573501 9781118573587 1118573587 9781118573570 1118573579 1299678726 9781299678729 2013005655 499122 MIL A1AA26CB-50A6-43DA-8174-2DDC188888E2 OverDrive, Inc. http://onlinelibrary.wiley.com/book/10.1002/9781118573570 http://onlinelibrary.wiley.com/book/10.1002/9781118573570 DLC 130208 20171112085047.0 ocn827198475 eng