.

0 (hodnocen0 x )

EB

ONLINE

Hoboken : Wiley, 2013

1 online resource (xv, 412 p.) : ill. (some col.)

ISBN 9781118573501 (electronic bk.)

ISBN 9780470647158 (cloth)

aWiley handbooks in financial engineering and econometrics

Includes bibliographical references and indexes

List of figures -- List of tables -- Preface -- 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 -- Subject index -- Author index.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries

001760968

full

(Au-PeEL)EBL1215829

(CaONFJC)MIL499122

(CaPaEBR)ebr10720715

(MiAaPQ)EBC1215829

(OCoLC)827198475