Handbook of simulation and financial risk management simulations and case studies / Ngai Hang Chan, Hoi Ying Wong.
Material type:
TextLanguage: English Series: Wiley handbooks in financial engineering and econometricsPublisher: Chichester (England) : Wiley-Blackwell, 2013Description: xv, 412 páginas : ilustracionesContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9780470647158Subject(s): Gestión de riesgos | Finanzas -- Métodos de simulación | Administración de riesgos -- Métodos de simulaciónDDC classification: 332.1068 | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca CESA
Diagonal 34 A No. 5 A - 23 Casa Incolda PBX: 339 53 00 serviciosbiblioteca@cesa.edu.co |
General | 332.1068 / C360h 2013 (Browse shelf(Opens below)) | Ej.1 | Available | 7101021530 |
Incluye referencias bibliográficas e índice.
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.
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