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Simulation Techniques in Financial Risk Management - Statistics in Practice (Hardback)
  • Simulation Techniques in Financial Risk Management - Statistics in Practice (Hardback)
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Simulation Techniques in Financial Risk Management - Statistics in Practice (Hardback)

(author), (author)
£99.50
Hardback 240 Pages / Published: 30/05/2006
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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(r) or Visual Basic(r) 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.

Publisher: John Wiley and Sons Ltd
ISBN: 9780471469872
Number of pages: 240
Weight: 480 g
Dimensions: 237 x 162 x 18 mm

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