Logga in

Chan, Ngai Hang

Handbook of Financial Risk Management: Simulations and Case Studies

Chan, Ngai Hang - Handbook of Financial Risk Management: Simulations and Case Studies, e-bok

DRM-begränsningar

Skriva ut130 sidor with an additional page accrued var 6 timme, capped at 130 sidor
Kopiera till urklipp5 utdrag

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.

Nyckelord: finance, financial, risk management, quantitative risks, risk assessment, model estimation, product valuation, R, C++, EXCEL-VBA, volatility, fixed-income derivatives, LIBOR Market Models, risk measures, simulation models, business, Statistics for Finance, Business & Economics, Human Factors & Risk Assessment, Statistics for Finance, Business & Economics, Human Factors & Risk Assessment

Författare
 
Utgivare
John Wiley and Sons, Inc.
Utgivningsår
2013
Språk
en
Utgåva
1
Serie
Wiley Handbooks in Financial Engineering and Econometrics
Sidantal
432 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (ePUB)
9781118573549
Tryckt ISBN
9780470647158

Liknande e-böcker