Handbook of simulation and financial risk management with practical case studies /
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 pra...
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | |
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Hoboken :
Wiley,
2013.
|
| Σειρά: | Wiley handbooks in financial engineering and econometrics.
|
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
| Περίληψη: | 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. |
|---|---|
| Φυσική περιγραφή: | 1 online resource. |
| Βιβλιογραφία: | Includes bibliographical references and index. |
| ISBN: | 9781118573549 1118573544 9781118573501 1118573501 9781118573587 1118573587 9781118573570 1118573579 1299678726 9781299678729 |
| DOI: | 10.1002/9781118573570 |
