Buku Teks SO :: Back

Buku Teks SO :: Back

Handbook of simulation and financial risk management : simulations and case studies / Ngai 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.

Chan, Ngai Hang; Wong, Hoi Ying, 1974- (Wiley , 2013)

 Abstract

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.

 Metadata

Collection Type : Buku Teks SO
Call Number : 332.645 01 CHA h (1);332.645 01 CHA h (2)
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Publishing : Hoboken, New Jersey: Wiley , 2013
Physicsxv, 412 pages. : illustration. ; 24 cm
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Languageeng
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Call Number Barcode Number Availability
332.645 01 CHA h (1);332.645 01 CHA h (2) 01-15-01407 TERSEDIA
332.645 01 CHA h (1);332.645 01 CHA h (2) 01-15-01408 TERSEDIA
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