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)
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| 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. |
| No. Panggil : | 332.645 01 CHA h (1) |
| Entri utama-Nama orang : | |
| Entri tambahan-Nama orang : | |
| Subjek : | |
| Penerbitan : | Hoboken, New Jersey: Wiley , 2013 |
| Sumber Pengatalogan: | LibUI eng rda |
| ISBN: | [9780470647158] |
| Tipe Konten: | [text ] |
| Tipe Media: | [unmediated ] |
| Tipe Carrier: | [volume ] |
| Edisi: | [] |
| Catatan Seri: | |
| Catatan Umum: | Includes bibliographical references (pages 401-404) and indexes. |
| Catatan Versi Asli: | |
| Deskripsi Fisik: | xv, 412 pages. : illustration. ; 24 cm |
| Lembaga Pemilik: | Universitas Indonesia |
| Lokasi: | Perpustakaan UI, Lantai 2 |
| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| 332.645 01 CHA h (1) | 01-15-01407 | TERSEDIA |
| 332.645 01 CHA h (1) | 01-15-01408 | TERSEDIA |
| Ulasan: |
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