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 prac-tical 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 products that cannot be priced traditionally. The "Handbook of Financial Risk Management" also features: Examples in each chapter derived from consulting projects, current research, and course instructionTopics such as volatility, fixed-income derivatives, LIBOR Market Models, and risk measuresOver twenty-four recognized simulation modelsCommentary, 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 Risk Management" is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation.
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 prac-tical 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 products that cannot be priced traditionally. The "Handbook of Financial Risk Management" also features: Examples in each chapter derived from consulting projects, current research, and course instructionTopics such as volatility, fixed-income derivatives, LIBOR Market Models, and risk measuresOver twenty-four recognized simulation modelsCommentary, 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 Risk Management" is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation.
Imprint | John Wiley & Sons |
Country of origin | United States |
Series | Wiley Handbooks in Financial Engineering and Econometrics, 13 |
Release date | June 2013 |
Availability | We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available. |
First published | 2013 |
Authors | Ngai Hang Chan, Hoi-Ying Wong |
Format | Electronic book text |
Pages | 432 |
Edition | 1st edition |
ISBN-13 | 978-1-118-57358-7 |
Barcode | 9781118573587 |
Categories | |
LSN | 1-118-57358-7 |