Электронная книга: Ngai Chan Hang «Handbook of Financial Risk Management. Simulations and Case Studies»

Handbook of Financial Risk Management. Simulations and Case Studies

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 productsthat 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 RiskManagement is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation.

Издательство: "John Wiley&Sons Limited"

ISBN: 9781118573501

электронная книга

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Другие книги автора:

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Simulation Techniques in Financial Risk ManagementPraise for the First Edition“…a nice, self-contained introduction to simulation and computational techniques in finance…” – Mathematical Reviews Simulation Techniques in Financial Risk Management… — John Wiley&Sons Limited, электронная книга Подробнее...8879.91электронная книга

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