Buch, Englisch, 338 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 688 g
Buch, Englisch, 338 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 688 g
Reihe: Computational Risk Management
ISBN: 978-3-642-19338-5
Verlag: Springer
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.
Zielgruppe
Research
