MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01911cam a2200277 i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
136474 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250307020015.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
150123s2015 nju b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118735817 (hardback) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
ISI Library |
| Language of cataloging |
eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
000SB:338.5 |
| Edition number |
23 |
| Item number |
C454 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Chan, Ngai Hang. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Simulation techniques in financial risk management / |
| Statement of responsibility, etc |
Ngai Hang Chan and Hoi Ying Wong. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New Jersey : |
| Name of publisher, distributor, etc |
John Wiley, |
| Date of publication, distribution, etc |
c2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xviii, 205 p. : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Statistics in practice |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Preliminaries of VBA--<br/>2. Basic properties of futures and options--<br/>3. Introduction to Simulation--<br/>4. Brownian motions and Itos Rule--<br/>5. Black-Scholes model and option pricing--<br/>6. Generating random variables--<br/>7. Standard simulations in risk management--<br/>8. Variance reduction techniques--<br/>9. Path dependent options--<br/>10. Multiasset options--<br/>11. Interest rate models--<br/>12. Markov chain Monte Carlo methods--<br/>References--<br/>Index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond the Black Scholes paradigm, interest rate models, MCMC methods including stochastic volatility models simulations, model assets and model–free properties, jump diffusion, and state space modeling. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Simulation methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management |
| General subdivision |
Simulation methods. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Wong, Hoi Ying, |
| Relator term |
author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
| Koha issues (borrowed), all copies |
1 |
