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Persistent link: https://www.econbiz.de/10011373278
A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the...
Persistent link: https://www.econbiz.de/10012670200
Intro -- Contents -- Preface -- Contributors -- Introduction -- Risk Management and Portfolio Optimization -- Importance Sampling and StratiEcation for Value-at-Risk -- ConEdence Intervals and Hypothesis Testing for the -- Sharpe and Treynor Performance Measures: -- A Bootstrap Approach --...
Persistent link: https://www.econbiz.de/10012680326
Providing new knowledge on risk analysis and simulation for megaprojects, this book is essential reading for both … risk analysis and simulation. …Front Cover -- Megaproject Risk Analysis and Simulation: A Dynamic Systems Approach -- Copyright Page -- Dedication …
Persistent link: https://www.econbiz.de/10012682839
Engaging and accessible, this book and its companion Web site provide an introduction to the simulation and … Concepts, provides insights on the most important issues in finance, simulation, optimization, and optimization under … determined by simulation, and discusses how derivatives can be employed for portfolio risk management and return enhancement …
Persistent link: https://www.econbiz.de/10012683444
Intro -- Business Risk and Simulation Modelling in Practice -- Contents -- Preface -- About the Author -- About the …
Persistent link: https://www.econbiz.de/10012687350
Banking Systems Simulation -- Contents -- Foreword -- Introduction -- 1: Banking Risk -- 1.1 Single Bank Risk -- 1 … Risk Modeling and Stress Testing -- 1.4 Contagion -- 1.5 System Modeling -- 2: Simulation Models -- 2.1 Simulating Shocks …-Based Simulation Models -- 2.5 Estimation of Losses Variability and Assets Riskiness -- 2.5.1 Sector-Historical Approach -- 2 …
Persistent link: https://www.econbiz.de/10012684268
book -- Conventions -- Vocabulary and definition -- Acknowledgments -- Introduction -- Logistics and simulation of … different flows -- 1. Computer Simulation of Discrete Flows -- 1.1. Introduction -- 1.2. Worked example -- 1.2.1. Map of the ….3.4. Running the simulation -- 1.3.5. Creation and allocation of resources -- 1.3.6. Rerunning the simulation -- 1.3.7. Generating …
Persistent link: https://www.econbiz.de/10012684284
focuses on one particular decision support technique, namely, Simulation. The technique can be used by healthcare stakeholders …
Persistent link: https://www.econbiz.de/10012684563
Intro -- IT Inventory and Resource Management with OCS Inventory NG 1.02 -- Table of Contents -- IT Inventory and Resource Management with OCS Inventory NG 1.02 -- Credits -- About the Author -- Acknowledgement -- About the Reviewer -- Preface -- What this book covers -- What you need for this...
Persistent link: https://www.econbiz.de/10012684731