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Simulation techniques in financial risk management : [with website]

Chan, Ngai Hang; Wong, Hoi Ying - 2015 - 2. ed.

Praise for the First Edition“…a nice, self-contained introduction to simulation and computational techniques in finance … examples to illustrate how to use simulation techniques in risk managementPractical case studies, such as the pricing of exotic … VBA and S-Plus computer code for many of the examples within the book Simulation Techniques in Financial Risk Management …

Persistent link: https://www.econbiz.de/10011283286

Simulation techniques in financial risk management

Chan, Ngai Hang; Wong, Hoi Ying; Wong, Hoi-Ying - 2006

Persistent link: https://www.econbiz.de/10003148595

An Intuitively Valid Algorithm for Adjusting the Correlation Matrix in Risk Management and Option Pricing

Numpacharoen, Kawee - 2012

Adjusting the correlation matrix plays an important role in risk management as well as option pricing. We usually adjust the correlation matrix by directly changing the correlation coefficient in the correlation matrix. However, there is a chance that the adjusted correlation matrix is not...

Persistent link: https://www.econbiz.de/10013112820

Rainfall Derivatives and Risk Management in the Wine Sector

Volpi, Jacopo - 2019

Since their first introduction in 1996, weather derivatives have been a topic of discussion. The ongoing climate change has, in fact, increased the risks for companies that are naturally exposed to meteorological variables, raising questions on how such companies should manage these increasingly...

Persistent link: https://www.econbiz.de/10012893999