Quantitative Financial Risk Management - Computational Risk Management - Desheng Dash Wu - Libros - Springer-Verlag Berlin and Heidelberg Gm - 9783642268908 - 3 de agosto de 2013
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Desheng Dash Wu
Quantitative Financial Risk Management - Computational Risk Management 2011 edition

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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.

Marc Notes: 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.

Medios de comunicación Libros     Paperback Book   (Libro con tapa blanda y lomo encolado)
Publicado 3 de agosto de 2013
ISBN13 9783642268908
Editores Springer-Verlag Berlin and Heidelberg Gm
Páginas 338
Dimensiones 155 × 235 × 19 mm   ·   528 g
Lengua Alemán  
Editor Wu, Desheng Dash

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