Quantitative Financial Risk Management

ISBN-13: 9783642193385 / Angielski / Twarda / 2011 / 338 str.

Dash Wu

Opis

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 aretraditional 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.