Simulation Techniques in Financial Risk Management
By: Ngai Hang Chan, Hoi-Ying Wong
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Platforms
Windows Vista / XP / 2000, Mac OS X, Sony Reader Features
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Availability:
Download Now Price: $146.25
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Simulation Techniques in Financial Risk Management Summary
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"This unique resource provides simulation techniques for financial risk managers ensuring you become well versed in many recent innovations, including Gibbs sampling, the use of heavy-tailed distributions in VaR calculations, construction of volatility smile, and state space modeling. The authors illustrate key concepts with examples and case studies you can reproduce using either S-PLUS« or Visual Basic« and provide exercises so you can apply new concepts and test your knowledge. Simulation Techniques in Financial Risk Management is invaluable both as a resource for risk managers in the financial and actuarial industries and as a coursebook for upper-level undergraduate and graduate courses in simulation and risk management." |
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eBooks > Titles > Authors > Politics & Government > Economics > Ngai Hang Chan > Hoi-Ying Wong > Simulation Techniques in Financial Risk Management
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