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Anglický jazyk
Quantitative Financial Risk Management
Autor: Desheng Dash Wu
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... Viac o knihe
Na objednávku
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O knihe
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.
- Vydavateľstvo: Springer Berlin Heidelberg
- Rok vydania: 2011
- Formát: Hardback
- Rozmer: 241 x 160 mm
- Jazyk: Anglický jazyk
- ISBN: 9783642193385
