Quantitative Financial Risk Management [electronic resource] / edited by Dash Wu.

Contributor(s):

Series: Computational Risk Management ; 1Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Description: X, 338 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783642193392

Subject(s):

Genre/Form:

Electronic books.

Additional physical formats: Printed edition:: No titleDDC classification:

658.40301 23

LOC classification:

HD30.23

Online resources:

Click here to access online

In: Springer eBooksSummary: 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.

Item type:

eBooks

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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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