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

โœ Scribed by Review by: Alexandra Dias


Book ID
125258612
Publisher
American Statistical Association
Year
2007
Tongue
English
Weight
486 KB
Volume
102
Category
Article
ISSN
0162-1459

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๐Ÿ“œ SIMILAR VOLUMES


Simulation techniques in financial risk
โœ Ngai Hang Chan, Hoi-Ying Wong ๐Ÿ“‚ Library ๐Ÿ“… 2006 ๐Ÿ› Wiley-Interscience ๐ŸŒ English โš– 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