Simulation Techniques in Financial Risk Management 在線電子書 圖書標籤: 金融 Finance derivates R 計算機 統計 textbook statistics
發表於2024-12-24
Simulation Techniques in Financial Risk Management 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
狗日的王海嬰
評分狗日的王海嬰
評分RMSC4001, 雖然俺看完瞭還是考的很差... 總體很好,就是r code太不規範瞭,看的頭疼。
評分狗日的王海嬰
評分RMSC4001, 雖然俺看完瞭還是考的很差... 總體很好,就是r code太不規範瞭,看的頭疼。
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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Simulation Techniques in Financial Risk Management 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024