TY  - BOOK
AU  - Chan,Ngai Hang
AU  - Wong,Hoi Ying
TI  - Handbook of simulation and financial risk management with practical case studies
T2  - Wiley handbooks in financial engineering and econometrics
SN  - 9781118573549
AV  - HG173 
U1  - 332.64/50113 23
PY  - 2013///
CY  - Hoboken
PB  - Wiley
KW  - Finance
KW  - Simulation methods
KW  - Risk management
KW  - BUSINESS & ECONOMICS
KW  - Investments & Securities
KW  - General
KW  - bisacsh
KW  - Risk management - Simulation methods
KW  - Electronic books
N1  - Includes bibliographical references and index; 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
N2  - This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods can be used as indispensable tools in risk management. It also covers topics such as volatility, fixed-income derivatives, LIBOR Market Models, risk measures, and includes over two-dozen recognized s
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781118573570
ER  -