Quantitative Financial Risk Management

Business & Finance, Management & Leadership, Operations Research, Economics, Macroeconomics
Cover of the book Quantitative Financial Risk Management by , Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9783642193392
Publisher: Springer Berlin Heidelberg Publication: June 25, 2011
Imprint: Springer Language: English
Author:
ISBN: 9783642193392
Publisher: Springer Berlin Heidelberg
Publication: June 25, 2011
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer Berlin Heidelberg

Cover of the book Post-Transplant Lymphoproliferative Disorders by
Cover of the book Selected Applications of Convex Optimization by
Cover of the book Der Künstlermanagementvertrag by
Cover of the book Advanced Fluorescence Reporters in Chemistry and Biology II by
Cover of the book The Politics of Military Reform by
Cover of the book Fabrication and Characterization in the Micro-Nano Range by
Cover of the book Emerging Fraud by
Cover of the book Gastric Substitutes by
Cover of the book From Idea to Innovation by
Cover of the book 6th International Symposium on Intensive Care and Emergency Medicine by
Cover of the book Proceedings of the FISITA 2012 World Automotive Congress by
Cover of the book Das Pilates-Lehrbuch by
Cover of the book Proceedings of the 2012 International Conference on Applied Biotechnology (ICAB 2012) by
Cover of the book Recent Results of Research on Arteriosclerosis by
Cover of the book Intellectual Property and Development by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy