| 000 | 01784nam a2200349 a 4500 | ||
|---|---|---|---|
| 001 | ebr10720715 | ||
| 003 | CaPaEBR | ||
| 006 | m o u | ||
| 007 | cr cn||||||||| | ||
| 008 | 130208s2013 njuad sb 001 0 eng d | ||
| 010 | _z 2013001309 | ||
| 020 | _z9780470647158 (cloth) | ||
| 020 | _z9781118573501 (e-book) | ||
| 040 |
_aCaPaEBR _cCaPaEBR |
||
| 035 | _a(OCoLC)827198475 | ||
| 050 | 1 | 4 |
_aHG173 _b.C4695 2013eb |
| 082 | 0 | 4 |
_a332.64/50113 _223 |
| 100 | 1 | _aChan, Ngai Hang. | |
| 245 | 1 | 0 |
_aHandbook of financial risk management _h[electronic resource] : _bsimulations and case studies / _cN.H. Chan, H.Y. Wong. |
| 260 |
_aHoboken : _bWiley, _c2013. |
||
| 300 |
_axv, 412 p. : _bill. (some col.). |
||
| 440 | 0 | _aWiley handbooks in financial engineering and econometrics | |
| 504 | _aIncludes bibliographical references and indexes. | ||
| 505 | 0 | _aList 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. | |
| 533 |
_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2013. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries. |
||
| 650 | 0 |
_aFinance _xSimulation methods. |
|
| 650 | 0 |
_aRisk management _xSimulation methods. |
|
| 655 | 7 |
_aElectronic books. _2local |
|
| 700 | 1 |
_aWong, Hoi Ying, _d1974- |
|
| 710 | 2 | _aebrary, Inc. | |
| 856 | 4 | 0 |
_uhttp://site.ebrary.com/lib/welingkar/Doc?id=10720715 _zAn electronic book accessible through the World Wide Web; click to view |
| 999 |
_c81892 _d81892 |
||