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|a 0471469874 (cloth)
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|a 0471789496 (electronic bk.)
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|a 338.5
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| 100 |
1 |
|
|a Chan, Ngai Hang.
|0 http://id.loc.gov/authorities/names/n89604223
|
| 245 |
1 |
0 |
|a Simulation techniques in financial risk management /
|c Ngai Hang Chan, Hoi Ying Wong.
|
| 264 |
|
1 |
|a Hoboken, N.J. :
|b Wiley-Interscience,
|c [2006]
|
| 264 |
|
4 |
|c ©2006
|
| 300 |
|
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|a xvii, 220 pages :
|b illustrations ;
|c 25 cm.
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| 336 |
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| 337 |
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|a Statistics in practice
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| 500 |
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|a Electronic resource.
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| 504 |
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|a Includes bibliographical references (pages 211-215) and index.
|
| 505 |
0 |
|
|a Brownian motions and Itō's rule -- Black-Scholes model and option pricing -- Generating random variables -- Standard simulations in risk management -- Variance reduction techniques -- Path-dependent options -- Multi-asset options -- Interest rate models -- Markov chain Monte Carlo methods.
|
| 533 |
|
|
|a Electronic reproduction.
|b Somerset, N.J. :
|c Wiley InterScience,
|d 2006.
|n System requirements: Adobe Acrobat Reader.
|n Mode of access: World Wide Web.
|n Access limited to subscribers.
|7 s2006 njun s
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|x Simulation methods.
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| 650 |
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|a Risk management
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| 655 |
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|a Electronic books.
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|a Wong, Hoi Ying,
|d 1974-
|0 http://id.loc.gov/authorities/names/n2005077051
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| 710 |
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|a John Wiley & Sons.
|0 http://id.loc.gov/authorities/names/n80083764
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| 776 |
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|c Original
|z 0471469874
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| 952 |
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|a Texas A&M University
|b College Station
|c Electronic Resources
|d Available Online
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|e HG173 .C47 2006
|h Library of Congress classification
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| 998 |
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