Simulation Techniques in Financial Risk Management

Simulation Techniques in Financial Risk Management

Ngai Hang Chan, Hoi-Ying Wong, "Simulation Techniques in Financial Risk Management"
Wiley-Interscience | 2006 | ISBN: 0471469874 | 240 pages | PDF | 7,8 MB

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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Cheng-Few Lee, Alice C. Lee: Encyclopedia of Finance

Springer | ISBN:0387263365 | 2007-01 | 855 Pages | PDF | 3.7 Mb
The Encyclopedia of Finance is a major new reference work covering all aspects of finance. Coverage includes finance (financial managment, security analysis, portfolio management, financial markets and instruments, insurance, real estate, options and futures, international finance) and statistical applications in finance (applications in portfolio analysis, option pricing models and financial research). The project is designed to attract both an academic and professional market. It will also have international approach to ensure its maximum appeal.

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