9780470647158

Handbook of Financial Risk Management Simulations and Case Studies

  • ISBN 13:

    9780470647158

  • ISBN 10:

    0470647159

  • Format: Hardcover
  • Copyright: 07/10/2013
  • Publisher: Wiley

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

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Summary

This authoritative handbook illustrates practical implementation of simulation techniques in the banking and financial industries through use of real-world, time-sensitive applications. Striking a balance between theory and practice, it demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods can be used as indispensable tools in risk management. It also covers topics such as volatility, fixed-income derivatives, LIBOR Market Models, risk measures, and includes over two-dozen recognized simulation models.

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