Quantitative Financial Risk Management
- ISBN-10
- 3642193390
- ISBN-13
- 9783642193392
- Series
- Quantitative Financial Risk Management
- Category
- Business & Economics
- Pages
- 338
- Language
- English
- Published
- 2011-06-25
- Publisher
- Springer Science & Business Media
- Author
- Desheng Dash Wu
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.
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Other editions
-
- 2015-06-08
- 448 pages
- Ebook
- John Wiley & Sons
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