Handbook of financial risk management simulations and case studies - Chan, Ngai Hang.; Wong, Hoi Ying, 1974-; ProQuest (Firm) (Hoboken : Wiley, 2013)
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.
Includes bibliographical references and indexes.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Keywords: Finance -- Simulation methods; Risk management -- Simulation methods; Electronic books