Quantitative Financial Risk Management
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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Produktdetails
- ISBN: 978-3-642-19338-5
- EAN: 9783642193385
- Produktnummer: 10958909
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 338 S.
- Masse: H24.1 cm x B16.0 cm x D2.3 cm 688 g
- Gewicht: 688
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