Vice President, Risk Architecture, Citigroup
Ákos Felsovályi, MS, is a vice president of Risk Architecture at Citigroup. He has been an avid SAS user since 1982, using the SAS System in direct marketing research and currently in Risk Management, where he applies Monte Carlo simulation to various projects.
By This Author
SAS® for Monte Carlo Studies: A Guide for Quantitative Researchers
With the combination of powerful built-in statistical procedures and versatile programming capabilities, SAS is ideal for conducting Monte Carlo simulation research. Quantitative researchers will find this book attractive for its practicality and for its many hands-on application examples of Monte Carlo research.
*This book is out of print.
- Bart Baesens is an associate professor at KU Leuven (Belgium) and a lecturer at the University of Southampton (United Kingdom).
- Stephen McDaniel is a west coast-based independent consultant and trainer focused on meeting business needs with simple technical solutions.
- Rick Wicklin is a principal researcher in computational statistics at SAS, where he develops and supports the IML procedure and the SAS/IML Studio application.
- Ron Cody, EdD, a retired professor from the Robert Wood Johnson Medical School now works as a private consultant and a national instructor for SAS Institute.