Quantitative Financial Risk Management - Brossura

Libro 1 di 10: Computational Risk Management
 
9783642268908: Quantitative Financial Risk Management
Brossura
ISBN 10: 3642268900 ISBN 13: 9783642268908
Casa editrice: Springer, 2013

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2013
Lingua
Inglese
ISBN 10 
3642268900
ISBN 13 
9783642268908
Rilegatura
Copertina flessibile
Numero di pagine
348
Redattore
Wu Desheng Dash
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9783642193385: Quantitavtive Financial Risk Management

Edizione in evidenza

ISBN 10:  3642193382 ISBN 13:  9783642193385
Casa editrice: Springer Nature, 2011
Rilegato