Handbook of financial risk management: simulations and case studies /
By: Chan, Ngai Hang
Title By: Wong, Hoi Ying
Material type: BookPublisher: Hoboken, N.J. : Wiley, c2013.Description: xv, 412 p. : ill. ; 24 cm.ISBN: 9780470647158 (cloth)Subject(s): Finance -- Simulation methods | Risk management -- Simulation methodsDDC classification: 332.64/50113 Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
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REGULAR | University of Wollongong in Dubai Main Collection | 332.6450113 CH HA (Browse shelf) | Available | T0027430 |
, Shelving location: Main Collection Close shelf browser
332.645 ST RI Risk management and derivatives / | 332.645 TR EV Evaluating hedge fund performance / | 332.645 WI FI Financial derivatives : | 332.6450113 CH HA Handbook of financial risk management: | 332.64509 SW MO Money mania : | 332.6452 DE BT Debt, risk and liquidity in futures markets / | 332.6452 FA WA Way of the turtle / |
Includes bibliographical references (p. 401-404) 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.
An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the practical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods are indispensable tools in risk management. The book provides the reader with an intuitive understanding of financial risk management and deepens insight into those financial products that cannot be priced traditionally. The Handbook of Financial Risk Management also features: Examples in each chapter derived from consulting projects, current research, and course instruction Topics such as volatility, fixed-income derivatives, LIBOR Market Models, and risk measures Over twenty-four recognized simulation models Commentary, data sets, and computer subroutines available on a chapter-by-chapter basis As a complete reference for practitioners, the book is useful in the fields of finance, business, applied statistics, econometrics, and engineering. The Handbook of Financial Risk Management is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation.