Quantitative Financial Risk Management PDF
Edited by Desheng Dash Wu
Part of the Computational Risk Management series
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Description
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.
Information
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Download Now
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:25/06/2011
- Category:
- ISBN:9783642193392
Information
-
Download Now
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:25/06/2011
- Category:
- ISBN:9783642193392
