Quantitative Financial Risk Management
Ju Yang (auth.), Dash Wu (eds.)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.
Catégories:
Année:
2011
Edition:
1
Editeur::
Springer-Verlag Berlin Heidelberg
Langue:
english
Pages:
338
ISBN 10:
3642193382
ISBN 13:
9783642193385
Collection:
Computational Risk Management 1
Fichier:
PDF, 2.74 MB
IPFS:
,
english, 2011