书目详细信息
： Handbook of financial risk management :
书目信息 机读格式(MARC)
| ISBN： | 9780470647158 (cloth) |
|---|---|
| 编目源： | DLC DLC STC |
| 个人名称： | Chan, Ngai Hang. |
| 题名： | Handbook of financial risk management : simulation and case studies / N.H. Chan, H.Y. Wong, The Chinese University of Hong Kong. |
| 索书号： | F830.2-62/C454E |
| 出版发行项： | Hoboken : Wiley, 2013. |
| 载体形态： | xv, 412 p. : ill. ; 25 cm |
| 书目附注： | Includes bibliographical references (p. 401-404) and indexes. |
| 格式化内容附注： | 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. |