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Quantitative Financial Risk Management
Dash . Ed(S): Wu
€ 182.32
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Description for Quantitative Financial Risk Management
Hardback. Deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. This title also includes traditional market and credit risk management models such as the Black-Scholes Option Pricing Model, the Vasicek Model, Factor models, CAPM models, GARCH models, and KMV models. Editor(s): Wu, Dash. Series: Computational Risk Management. Num Pages: 348 pages, biography. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 20. Weight in Grams: 667.
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.
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.
Product Details
Format
Hardback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
348
Condition
New
Series
Computational Risk Management
Number of Pages
338
Place of Publication
Berlin, Germany
ISBN
9783642193385
SKU
V9783642193385
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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