eBooks - Politics & Government - Economics - Ngai Hang Chan - Hoi-Ying Wong - Simulation Techniques in Financial Risk Management
Simulation Techniques in Financial Risk Management eBook
By: Ngai Hang Chan, Hoi-Ying Wong
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Platforms
Windows 98SE+, Mac OS X+, Palm Features
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Availability:
Download Now Price: $116.94
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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 eBook