✦ LIBER ✦

Simulation Techniques in Financial Risk Managementby Ngai Hang Chan; Hoi Ying Wong

✍ Scribed by Review by: Lianfen Qian

Book ID: 124518801
Publisher: American Statistical Association
Year: 2007
Tongue: English
Weight: 309 KB
Volume: 49
Category: Article
ISSN: 0040-1706
DOI: 10.2307/25471315

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Simulation Techniques in Financial Risk

Simulation Techniques in Financial Risk Managementby Ngai Hang Chan; Hoi Ying Wong

✍ Review by: Alexandra Dias 📂 Article 📅 2007 🏛 American Statistical Association 🌐 English ⚖ 486 KB

Simulation Techniques in Financial Risk

Simulation Techniques in Financial Risk Managementby Ngai Hang Chan; Hoi Ying Wong

✍ Review by: Puneet Prakash 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 556 KB

Simulation Techniques in Financial Risk

Simulation Techniques in Financial Risk Management by Ngai Hang Chan and Hoi Ying Wong

📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 45 KB

Simulation techniques in financial risk

Simulation techniques in financial risk management

✍ Ngai Hang Chan, Hoi-Ying Wong 📂 Library 📅 2006 🏛 Wiley-Interscience 🌐 English ⚖ 9 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 ill