Quantitative Financial Risk Management (eBook, PDF)

Redaktion: Wu, Desheng Dash

• Format: PDF

Produktbeschreibung

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.

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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 338
• Erscheinungstermin: 25. Juni 2011
• Englisch
• ISBN-13: 9783642193392
• Artikelnr.: 43797440