Quantitative Financial Risk Management
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- Synopsis
- 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.
- Copyright:
- 2011
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783642193392
- Related ISBNs:
- 9783642193385
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 10/11/16
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.