Handbook of financial risk management: simulations and case studies / N.H. Chan, H.Y. Wong.

List of figures
List of tables
Preface
An introduction to excel vba
Background
Structured products
Volatility modeling
Fixed-income derivatives I : short-rate models
Fixed-income derivatives II : libor market models
Credit derivatives and counterparty credit risk
Value-at-risk and related risk measures
The Greeks
Appendix
References
Subject index
Author index.