Handbook of simulation and financial risk management with practical case studies /

• Main Author: Chan, Ngai Hang
• Other Authors: Wong, Hoi Ying, 1974-
• Format: eBook
• Language: English
• Published: Hoboken : Wiley, 2013.
• Series: Wiley handbooks in financial engineering and econometrics.
• Subjects: Finance > Simulation methods.; Risk management > Simulation methods.; BUSINESS & ECONOMICS > Investments & Securities > General.; Risk management - Simulation methods.; Electronic books.

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...

Table of Contents:

• 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.