rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Simulation techniques in financial risk management
  name:
    name part: Chan, Ngai Hang.
    role:
      role term: creator
  name:
    name part: Wong, Hoi Ying
    name part: 1974-
  name:
    name part: John Wiley & Sons
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    date issued: 2006
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: remote
    extent: xvii, 220 pages : illustrations ; 25 cm.
  table of contents: 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.
  note: Ngai Hang Chan, Hoi Ying Wong.
  note: Electronic resource.
  note: Electronic reproduction. Somerset, N.J. : Wiley InterScience, 2006. System requirements: Adobe Acrobat Reader. Mode of access: World Wide Web. Access limited to subscribers. s2006 njun s
  note: Includes bibliographical references (pages 211-215) and index.
  subject:
    topic: Finance
    topic: Simulation methods
  subject:
    topic: Risk management
    topic: Simulation methods
  classification: HG173 .C47 2006
  classification: 338.5
  related item:
    identifier: (DLC) 2005054992
    identifier: (OCoLC)62118454
  related item:
    title info:
      title: Statistics in practice
  identifier: 0471469874 (cloth)
  identifier: 0471789496 (electronic bk.)
  identifier: 9780471469872 (cloth)
  identifier: 9780471789499 (electronic bk.)
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: DG1
    record creation date: 061003
    record change date: 20210810091127.0
    record identifier: in00002402425