Simulation Techniques in Financial Risk Management pdf epub mobi txt 電子書 下載2025
- 金融
- Finance
- derivates
- R
- 計算機
- 統計
- textbook
- statistics
- 金融風險管理
- 濛特卡洛模擬
- 數值方法
- 金融工程
- 風險建模
- 期權定價
- VaR
- 壓力測試
- 時間序列分析
- 金融數學
具體描述
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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狗日的王海嬰
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