Tabla de Contenidos: “…An Introduction to R -- to Bayesian Thinking -- Single-Parameter Models -- Multiparameter Models -- to Bayesian Computation -- Markov Chain Monte Carlo Methods -- Hierarchical Modeling -- Model Comparison -- Regression Models -- Gibbs Sampling -- Using R to Interface with WinBUGS…”

Tabla de Contenidos: “…; Part 1: RETRO-RETIREMENT; Chapter 1: THE SAVAGE NUMBER; Chapter 2: TIME IS MONEY; Chapter 3: THE 10 KEY QUESTIONS; Part 2: MONTE CARLO YOUR MONEY; Chapter 4: THE SAVAGE ANSWER: MONTE CARLO MODELING; Chapter 5: SAVING UP, DRAWING DOWN; Chapter 6: GETTING IT ALL TOGETHER; Chapter 7: A ROAD MAP TO MONTE CARLO; Part 3: INVESTING FOR RETIREMENT; Chapter 8: STOCKS, BONDS, AND CHICKEN MONEY; Chapter 9: BEYOND THE BASICS; Chapter 10: ONE-STEP RETIREMENT INVESTING…”

Tabla de Contenidos: “…Spot ladderMaturity ladder; Across-time ladder; Jump risk; Applying VaR for Options; 6: MONTE CARLO SIMULATION AND VALUE-AT-RISK; Introduction: Monte Carlo simulation; Option value under Monte Carlo; Monte Carlo distribution; Monte Carlo simulation and VaR; 7: REGULATORY ISSUES AND STRESS-TESTING; Capital adequacy; Model compliance; CAD II; Specific risk; Back-testing; Stress-testing; Simulating stress; Stress-testing in practice; Issues in stress-testing; 8: CREDIT RISK AND CREDIT VALUE-AT-RISK; Types of credit risk; Credit spread risk; Credit default risk; Credit ratings; Credit ratings…”

Tabla de Contenidos: “…Probability Theory and Classical Statistics -- Basics of Bayesian Statistics -- Modern Model Estimation Part 1: Gibbs Sampling -- Modern Model Estimation Part 2: Metropolis–Hastings Sampling -- Evaluating Markov Chain Monte Carlo Algorithms and Model Fit -- The Linear Regression Model -- Generalized Linear Models -- to Hierarchical Models -- to Multivariate Regression Models -- Conclusion. …”