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Quantitative Financial Risk Management

Editat de Desheng Dash Wu
en Limba Engleză Paperback – 3 aug 2013
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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Specificații

ISBN-13: 9783642268908
ISBN-10: 3642268900
Pagini: 348
Ilustrații: X, 338 p.
Dimensiuni: 155 x 235 x 19 mm
Greutate: 0.53 kg
Ediția:2011
Editura: Springer
Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Textul de pe ultima copertă

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.

Caracteristici

Provides approaches and instruments for handling financial risks Based on latest research data, up-to-date content Some approaches have been approved in the microeconomic environment Sheds a light on financial risk management in various types of enterprises