Simulation techniques in financial risk management
Ngai Hang Chan; Hoi Ying Wong
| Year of publication: |
2006
|
|---|---|
| Authors: | Chan, Ngai Hang ; Wong, Hoi Ying ; Wong, Hoi Ying |
| Publisher: |
Hoboken, NJ : Wiley-Interscience |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | CAPM | Simulation | Theorie | Theory | Risikomanagement | Finanzierung |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XVII, 220 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index 0603 |
| ISBN: | 0-471-46987-4 ; 978-0-471-46987-2 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003148595