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Simulation Techniques in Financial Risk Management |
| Statistics in Practice |
| Ngai Hang Chan (The Chinese Univ. of Hong Kong, Shatin, Hong Kong); Hoi-Ying Wong (The Chinese Univ. of Hong Kong, Shatin, Hong Kong) |
| 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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| Cloth Bound |
Pages, 6-1/8 x 9-1/4 in.
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Price: |
0471469874
$99.95 |
John Wiley & Sons, Inc. | |
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