Praise for the First Edition "…a nice, self-contained introduction to simulation and computational techniques in … finance…" - Mathematical Reviews Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to … understanding Extensive use of examples to illustrate how to use simulation techniques in risk management Practical case studies …

"I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I …'ve experienced myself. When it came to the nuts and bolts of describing the different types of simulation analysis the book becomes … incredibly detailed. There is working code and models for a fantastic array of the most common simulation problems. If you're so …

This collection of methodological developments and applications of simulation-based methods were presented at a … grids -- 1. Introduction -- 2. The panel probit model -- 3. Simulation and approximation of the outcome probabilities -- 4 …

simulation, Conceptual Modeling for Discrete-Event Simulation presents a comprehensive view of the current state of the art in … of the book's six parts focuses on a different aspect of conceptual modeling for simulation. The first section discusses … 1: Conceptual Modeling for Simulation:Definition and Requirements -- Chapter 2: Complexity, Level of Detail,and Model …

recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative … Averaging -- 2.3 Simulation -- 2.4 Model Evaluation -- 3 Prior Predictive Analysis and Model Evaluation -- 3.1 Data and Models …