Quantitative Financial Risk Management (Computational Risk Management) （2011）

Wu, Desheng Dash (EDT)

Springer-Verlag Berlin and Heidelberg GmbH & Co. K（2013/08発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 338 p.
• 言語 ENG
• 商品コード 9783642268908
• DDC分類 658.155015118

Full 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.