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01272nam a2200241 a 4500 |
| 001 |
1761781 |
| 005 |
20171111234511.0 |
| 008 |
130208s2013 njuad sb 001 0 eng d |
| 020 |
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|z 9780470647158 (cloth)
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| 040 |
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|a CaPaEBR
|z 9781118573501 (e-book)
|
| 050 |
1 |
4 |
|a HG173
|b .C4695 2013eb
|
| 100 |
1 |
|
|a Chan, Ngai Hang.
|
| 245 |
1 |
0 |
|a Handbook of financial risk management
|b simulations and case studies /
|c N.H. Chan, H.Y. Wong.
|
| 260 |
|
|
|a Hoboken :
|b Wiley,
|c 2013.
|
| 300 |
|
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|a xv, 412 p. :
|b ill. (some col.).
|
| 504 |
|
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|a Includes bibliographical references and indexes.
|
| 505 |
0 |
|
|a 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.
|
| 650 |
|
0 |
|a Finance
|x Simulation methods.
|
| 650 |
|
0 |
|a Risk management
|x Simulation methods.
|
| 700 |
1 |
|
|a Wong, Hoi Ying,
|
| 710 |
2 |
|
|a ebrary, Inc.
|
| 856 |
4 |
0 |
|u http://site.ebrary.com/lib/ucy/Doc?id=10720715
|
| 952 |
|
|
|a CY-NiOUC
|b 5a04540d6c5ad14ac1ec9100
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
|
