Handbook of Financial Risk Management: Simulations and case studies

Handbook of Financial Risk Management: Simulations and case studies

By N.H. Chan, H.Y. Wong
Published by John Wiley & Sons in 2013

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.
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