Simulation Techniques in Financial Risk Management

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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.

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关键词：Techniques Management Simulation Managemen Technique financial Management Simulation Risk Techniques

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好好学习下。。。。。。。

Thank you so much!

谢谢！ really good source for me

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Thank you for your sharing.

coco-123 发表于 2015-1-15 08:55
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这里可以免论坛币下载哦：https://u12517748.ctfile.com/fs/12517748-226888342

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谢谢分享！