Quantitative Financial Risk Management

Name: Quantitative Financial Risk Management
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642193385
Price: 3426 CZK
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Autor: Desheng D. Wu

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

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The bulk of this volume is devoted to address four main aspects of risk management: market risk, cre...

Informace o knize

Autor

Desheng D. Wu

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2011

Stránek

338

EAN

9783642193385

ISBN

3642193382

Enbook ID

01657470

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

688

Rozměry

155 x 235 x 23

Kompletní popis

The bulk of this volume is devoted to address four main aspects of risk management: market risk, credit risk, risk management from both in macro-economy and enterprises. It presents a number of modeling approaches and case studies that have been (or could be) applied to achieve risk management in various enterprises. We include traditional market and credit risk management models such as Black-Scholes Option Pricing Model, Vasicek Model, Factor models, CAPM models, GARCH models, KMV models and credit scoring models;

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Quantitative Financial Risk Management

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