Quantitative Financial Risk Management

Business & Finance, Management & Leadership, Operations Research, Economics, Macroeconomics
Cover of the book Quantitative Financial Risk Management by , Springer Berlin Heidelberg
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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.

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