| 000 | 02822cam a2200241 a 4500 | ||
|---|---|---|---|
| 999 |
_c23962 _d23962 |
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| 010 | _a 2013001309 | ||
| 020 | _a9780470647158 (cloth) | ||
| 082 | 0 | 0 | _a332.64/50113 |
| 100 | 1 |
_aChan, Ngai Hang. _947899 |
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| 245 | 1 | 0 |
_aHandbook of financial risk management: _bsimulations and case studies / _cNgai Hang Chan; Hoi Ying Wong |
| 260 |
_aHoboken, N.J. : _bWiley, _cc2013. |
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| 300 |
_axv, 412 p. : _bill. ; _c24 cm. |
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| 504 | _aIncludes bibliographical references (p. 401-404) and indexes. | ||
| 520 | _aAn 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. | ||
| 650 | 0 |
_aFinance _xSimulation methods. _949223 |
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| 650 | 0 |
_aRisk management _xSimulation methods. _949224 |
|
| 700 | 1 |
_aWong, Hoi Ying, _d1974- _949225 |
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| 856 |
_uhttps://uowd.box.com/s/erf8ef475rmvuebm5wn6m7gtbp6wws1g _zLocation Map |
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