Quantitative Financial Risk Management [electronic resource] / edited by Dash Wu.
Tipo de material: TextoSeries Computational Risk Management ; 1 | Computational Risk Management ; 1Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Descripción: X, 338 p. online resourceTipo de contenido:- text
- computer
- online resource
- 9783642193392
- SpringerLink (Online service)
- 658.40301 23
- HD30.23
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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 aretraditional 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.
ZDB-2-SBE
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