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Handbook of financial risk management simulations and case studies /

Main Author: Chan, Ngai Hang.
Corporate Author: ebrary, Inc.
Other Authors: Wong, Hoi Ying,
Format: Book
Language:English
Published: Hoboken : Wiley, 2013.
Subjects:
Finance > Simulation methods.
Risk management > Simulation methods.
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10720715
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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