Risk Management and Simulation - Gupta, Aparna
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The challenges of the financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. This book shows how simulation modeling and analysis can help you solve problems of risk management related to market, credit, operational, business, and strategic risk. Making simulation accessible, the author walks you through the concepts, models, and computational techniques. Topics covered include developing and validating models, designing simulation experiments, and conducting analysis.…mehr

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Produktbeschreibung
The challenges of the financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. This book shows how simulation modeling and analysis can help you solve problems of risk management related to market, credit, operational, business, and strategic risk. Making simulation accessible, the author walks you through the concepts, models, and computational techniques. Topics covered include developing and validating models, designing simulation experiments, and conducting analysis.
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Autorenporträt
Aparna Gupta is an associate professor of quantitative finance, director of the Financial Engineering and Risk Analytics Program, and co-director of the Center for Financial Studies in the Lally School of Management at Rensselaer Polytechnic Institute. She is also an associate professor of industrial and systems engineering in the School of Engineering. Her research interest is in addressing issues in risk management at the individual and the institutional levels. She conducts US National Science Foundation funded research in financial innovation for risk management. Dr. Gupta earned her doctorate from Stanford University and her B.Sc. and M.Sc. degrees in Mathematics from the Indian Institute of Technology, Kanpur.