Simulation Techniques in Financial Risk Management pdf epub mobi txt 電子書下載2025

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出版者:Wiley-Interscience

作者:Ngai Hang Chan

出品人:

頁數:240

译者:

出版時間:2006-4-12

價格:USD 126.00

裝幀:Hardcover

isbn號碼:9780471469872

叢書系列:

圖書標籤:

金融
Finance
derivates
R
計算機
統計
textbook
statistics

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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.