Quantitative Financial Risk Management [electronic resource] / edited by Dash Wu.
By: Wu, Dash [editor.].
Contributor(s): SpringerLink (Online service).
Material type:
BookSeries: Computational Risk Management: 1Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Description: X, 338 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783642193392.Subject(s): Economics | Finance | Economics/Management Science | Operations Research/Decision Theory | Financial EconomicsDDC classification: 658.40301 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.
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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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