Risk Management and Simulation
"... this book is a unique and wonderful combination of risk management and financial simulation concepts that will set the reader on a strong footing for a rewarding career in risk management. Drawing on her experience in teaching risk management and computational technique courses to undergraduate and graduate students for a decade and a half, Gupta offers an accessible book on an increasingly important topic. Her explanation of the complex models and computational techniques is well thought out and well motivated, which should make reading the material both inviting and appealing."—From the Foreword by Emmanuel (Manos) D. Hatzakis, Ph.D., CFA, FRM, Risk, Structuring, and Analytics Expert, UBS"Gupta’sRisk Management and Simulationprovides a comprehensive yet accessible exposition of simulation methods in modern risk management. With carefully selected questions and exercises, the book is highly recommended for professionals and students who desire deeper quantitative knowledge of risk management."—Wei Chen, Ph.D., FRM, Head of Banking Risk Product Management, SAS Institute Inc.