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Simulation Techniques in Financial Risk Management (Statistics in Practice)
Simulation Techniques in Financial Risk Management - Statistics in Practice
Author: Ngai Hang Chan, Hoi-Ying Wong
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 stu...  more »
ISBN-13: 9780471469872
ISBN-10: 0471469874
Publication Date: 4/12/2006
Pages: 240
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Publisher: Wiley-Interscience
Book Type: Hardcover
Members Wishing: 0
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