Wow! eBook
Quantitative Financial Risk Management 2011th Edition
Author(s): Desheng Dash Wu
- Publisher: Springer
- Publication Date: August 3, 2013
- Edition: 2011th
- Language: English
- Print length: 348 pages
- ISBN-10: 3642268900
- ISBN-13: 9783642268908
Book Description
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.
Editorial Reviews
From the Back Cover
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.
