Quantitative Financial Risk Management (Hardcover, 2011 ed.)

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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Computational Risk Management
Release date:	June 2011
First published:	2011
Editors:	Desheng Dash Wu
Dimensions:	235 x 155 x 20mm (L x W x T)
Format:	Hardcover
Pages:	338
Edition:	2011 ed.
ISBN-13:	978-3-642-19338-5
Categories:	Books > Business & Economics > Economics > Macroeconomics > Monetary economics Books > Business & Economics > Business & management > Management of specific areas > Budgeting & financial management
LSN:	3-642-19338-2
Barcode:	9783642193385

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