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003 OCoLC
005 20171112085047.0
006 m o d
007 cr |||||||||||
008 130208s2013 nju ob 001 0 eng
010 _a 2013005655
020 _a9781118573549
_q(epub)
020 _a1118573544
_q(epub)
020 _a9781118573501
_q(pdf)
020 _a1118573501
_q(pdf)
020 _a9781118573587
_q(mobi)
020 _a1118573587
_q(mobi)
020 _a9781118573570
020 _a1118573579
020 _a1299678726
020 _a9781299678729
020 _z9780470647158
_q(cloth)
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035 _a(OCoLC)827198475
_z(OCoLC)851161713
_z(OCoLC)927508505
037 _a499122
_bMIL
037 _aA1AA26CB-50A6-43DA-8174-2DDC188888E2
_bOverDrive, Inc.
_nhttp://www.overdrive.com
040 _aDLC
_beng
_erda
_epn
_cDLC
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_dN$T
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_dIDEBK
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042 _apcc
049 _aMAIN
050 0 0 _aHG173
072 7 _aBUS
_x036000
_2bisacsh
082 0 0 _a332.64/50113
_223
100 1 _aChan, Ngai Hang.
245 1 0 _aHandbook of simulation and financial risk management with practical case studies /
_cNgai Hang Chan, Department of Statistics, the Chinese University of Hong Kong, Shatin, Hong Kong, Hoi Ying Wong, Department of Statistics, the Chinese University of Hong Kong, Shatin, Hong Kong.
_h[electronic resource]
264 1 _aHoboken :
_bWiley,
_c2013.
300 _a1 online resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley handbooks in financial engineering and econometrics
504 _aIncludes bibliographical references and index.
505 0 _aList 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.
520 _aThis authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods can be used as indispensable tools in risk management. It also covers topics such as volatility, fixed-income derivatives, LIBOR Market Models, risk measures, and includes over two-dozen recognized s.
588 0 _aPrint version record and CIP data provided by publisher.
650 0 _aFinance
_xSimulation methods.
650 0 _aRisk management
_xSimulation methods.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 4 _aRisk management - Simulation methods.
655 4 _aElectronic books.
655 0 _aElectronic books.
700 1 _aWong, Hoi Ying,
_d1974-
776 0 8 _iPrint version:
_aChan, Ngai Hang.
_tHandbook of simulation and financial risk management with practical case studies.
_dHoboken : Wiley, 2013
_z9780470647158
_w(DLC) 2013001309
830 0 _aWiley handbooks in financial engineering and econometrics.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118573570
_zWiley Online Library
942 _2ddc
_cBK
999 _c206415
_d206415