Handbook of financial risk management : simulations and case studies
N. H. Chan; H. Y. Wong
| Year of publication: |
2013
|
|---|---|
| Authors: | Chan, Ngai Hang ; Wong, Hoi Ying |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Financial Engineering | Financial engineering | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Derivat | Derivative | Risikomanagement | Risk management | Simulation | Statistische Methode | Statistical method | Finanzmanagement | Volatilität | Derivat <Wertpapier> | Ökonometrie |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XV, 412 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Handbuch ; Handbook |
| Language: | English |
| Notes: | 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. Literaturverz. S. 401 - 404 |
| ISBN: | 978-0-470-64715-8 ; 978-1-118-57350-1 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009786326