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.
1100274562
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.
169.99
In Stock
5
1
Quantitative Financial Risk Management
338
Quantitative Financial Risk Management
338
169.99
In Stock
Product Details
| ISBN-13: | 9783642193385 |
|---|---|
| Publisher: | Springer Berlin Heidelberg |
| Publication date: | 07/01/2011 |
| Series: | Computational Risk Management |
| Edition description: | 2011 |
| Pages: | 338 |
| Product dimensions: | 6.10(w) x 9.25(h) x 0.04(d) |
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