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This course develops a set of tools essential for the accurate management
of the wide range of risks encountered in capital markets. Techniques
are applied cumulatively in a sequence of workshops that include Value
at Risk and its limitations, practical uses of Monte Carlo simulations
and the Merton and Gaussian approaches for estimation of probabilities.Featured Product

3-5 December, 2008
London, UK
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Huu Tue Huynh, Van Son Lai & Issouf Soumare |
Stochastic Simulation and Applications in Finance with MATLAB Programs A comprehensive text explaining the theory and practice of stochastic processes in financial engineering covering mathematical and computational techniques. ISBN: 9780470725382 – 360 pages – Cloth - 19-Jan-09 - £60.0
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