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Quantitative Financial Risk Management - Computational Risk Management Desheng Dash Wu 2011 edition
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Quantitative Financial Risk Management - Computational Risk Management
Desheng Dash Wu
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.
Marc Notes: 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.
| Media | Kirjat Paperback Book (Kirja pehmeillä kansilla ja liimatulla selällä) |
| Julkaisupäivämäärä | lauantai 3. elokuuta 2013 |
| ISBN13 | 9783642268908 |
| Tuottaja | Springer-Verlag Berlin and Heidelberg Gm |
| Sivujen määrä | 338 |
| Mitta | 155 × 235 × 19 mm · 528 g |
| Kieli | Saksa |
| Toimittaja | Wu, Desheng Dash |
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