Simulation techniques in financial risk management

Main
Mathematics
Simulation techniques in financial risk...

Simulation techniques in financial risk management

Name: Simulation techniques in financial risk management
ISBN: 9780471469872

Ngai Hang Chan, Hoi-Ying Wong

0 / 0

0 comments

Bu kitabı nə dərəcədə bəyəndiniz?

Yüklənmiş faylın keyfiyyəti necədir?

Kitabın keyfiyyətini qiymətləndirə bilmək üçün onu yükləyin

Yüklənmiş faylların keyfiyyəti necədir?

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.

Kateqoriyalar:

Mathematics

İl:

2006

Nəşriyyat:

Wiley-Interscience

Dil:

english

Səhifələr:

230

ISBN 10:

0471469874