ばいちょ(売価調査)、価格比較とネットでのお買い物を楽に

内容説明 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.