Handbook of Financial Risk Management / Wiley Handbooks in Financial Engineering and Econometrics (PDF)
Simulations and Case Studies
(Sprache: Englisch)
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...
simulations as applied to financial engineering topics, theories,
and statistical methodologies
The Handbook of Financial Risk Management: Simulations and Case
Studies illustrates the...
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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 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 Risk Management
is also an excellent text or supplement for graduate and MBA-level
students in courses on financial risk management and
simulation.
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 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 Risk Management
is also an excellent text or supplement for graduate and MBA-level
students in courses on financial risk management and
simulation.
Autoren-Porträt von Ngai Hang Chan, Hoi Ying Wong
N. H. CHAN is Choh-Ming Li Chair Professor of Statisticsat 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.
Bibliographische Angaben
- Autoren: Ngai Hang Chan , Hoi Ying Wong
- 2013, 1. Auflage, 432 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1118573501
- ISBN-13: 9781118573501
- Erscheinungsdatum: 12.06.2013
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Sprache:
Englisch
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