Quantitative financial risk management / Desheng Dash Wu, editor.
"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. Incl...
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| Other Authors: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin :
Springer,
[2011]
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| Series: | Computational risk management.
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| Subjects: |
| Summary: | "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."--Publisher's website. |
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| Physical Description: | ix, 338 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 3642193382 9783642193385 |