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Handbook of Financial Risk Management

Simulations and Case Studies

Ngai Hang Chan author Hoi Ying Wong author

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:23rd Aug '13

Currently unavailable, and unfortunately no date known when it will be back

Handbook of Financial Risk Management cover

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 prac­tical 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. 

ISBN: 9780470647158

Dimensions: 244mm x 164mm x 28mm

Weight: 708g

432 pages