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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.
Nákup knihy
Quantitative financial risk management, Desheng Dash Wu
- Jazyk
- Rok vydání
- 2011
- product-detail.submit-box.info.binding
- (pevná)
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Doručení
Platební metody
Navrhnout úpravu
- Titul
- Quantitative financial risk management
- Jazyk
- anglicky
- Autoři
- Desheng Dash Wu
- Vydavatel
- Springer
- Rok vydání
- 2011
- Vazba
- pevná
- ISBN10
- 3642193382
- ISBN13
- 9783642193385
- Kategorie
- Podnikání a ekonomie
- Anotace
- 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.