Quantitative Financial Risk Management

Name: Quantitative Financial Risk Management
Author: Desheng Dash Wu

Specificaties

Paperback, 338 blz. | Engels

Springer Berlin Heidelberg | 2011e druk, 2013

ISBN13: 9783642268908

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Springer Berlin Heidelberg 2011e druk, 2013 9783642268908

Onderdeel van serie Computational Risk Management

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The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Included are traditional market and credit risk management models such as the Black-Scholes Option Pricing Model, the Vasicek Model, Factor models, CAPM models, GARCH models, KMV models and credit scoring models.