Handbook of Financial Risk Management: Simulations and Case Studies - Chan, N. H.; Wong, H. Y. (Hoboken, New Jersey Wiley, 2013)
An introduction to Excel VBA Background Structured products Volatility modeling Fixed-income derivatives I : short-rate models Fixed-income derivatives II : LIBOR market models Credit derivatives and counterparty credit risk Value-at-risk and related risk measures The Greeks Appendix References Author index Subject index
Keywords: Finance - Simulation methods; Risk management / Risk management - Simulation methods