Wu Quantitative Financial Risk Management

1. Auflage 2011
ISBN: 978-3-642-19339-2
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 1, 338 Seiten, eBook

Reihe: Computational Risk Management

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

Autoren/Hrsg.

Wu, Desheng Dash