Handbook of Financial Risk Management

Autor:	Ngai Hang Chan, Hoi Ying Wong
EAN:	9781118573501
eBook Format:	PDF
Sprache:	Englisch
Produktart:	eBook
Veröffentlichungsdatum:	12.06.2013
Untertitel:	Simulations and Case Studies
Kategorie:	Wirtschaft
Schlagworte:	C++ EXCEL-VBA LIBOR Market Models R business finance financial fixed-income derivatives model estimation product valuation quantitative risks risk assessment risk management risk measures simulation models volatility

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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 simulation models.

N. H. CHAN is Choh-Ming Li Chair Professor of Statistics at The Chinese University of Hong Kong and Associate Editor of six journals. Dr. Chan is also the author of Time Series: Applications to Finance with R and S-Plus, Second Edition, published by Wiley.

H. Y. WONG is Associate Professor in the Risk Management Science Program of the Department of Statistics at The Chinese University of Hong Kong. His areas of interest include data analysis, statistical computing, risk management, and stochastic calculus.

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Handbook of Financial Risk Management Ngai Hang Chan, Hoi Ying Wong

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