Handbook of Financial Risk Management / Wiley Handbooks in Financial Engineering and Econometrics (ePub)

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.