Rongo Univesity Library catalog › Details for: Handbook of financial risk management

Normal view MARC view ISBD view

Handbook of financial risk management

by Chan, Ngai Hang.

Additional authors: Wong, Hoi Ying, -- 1974- | ebrary, Inc.

Series: Wiley handbooks in financial engineering and econometrics Published by : Wiley, (Hoboken :) Physical details: xv, 412 p. : ill. (some col.).

Subject(s): Finance -- Simulation methods. | Risk management -- Simulation methods. | Electronic books.

Year: 2013

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10720715
- An electronic book accessible through the World Wide Web; click to view

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 0 )
Title notes ( 3 )
Comments ( 0 )

No physical items for this record

Includes bibliographical references and indexes.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

There are no comments on this title.

to post a comment.