"This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems....

An authoritative introduction to efficiency and productivity analysis with applications in both the banking and finance industry In light of the recent global financial crisis, several studies have examined the efficiency of financial institutions. A number of open questions remain and this book...

Praise for the First Edition“…a nice, self-contained introduction to simulation and computational techniques in finance…”– Mathematical ReviewsSimulation Techniques in Financial Risk Management, Second Editiontakes a unique approach to the field of simulations by focusing on techniques...

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 the field of simulations by focusing on techniques...

Fully revised and updated, this book combines a theoretical background with examples and references to R, MINITAB and JMP, enabling practitioners to find state-of-the-art material on both foundation and implementation tools to support their work. Topics addressed include computer-intensive data...