Description: Quantitative Financial Risk Management Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Author(s): Desheng Dash Wu Format: Hardback Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K ISBN-13: 9783642193385, 978-3642193385 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.
Price: 104.23 GBP
Location: Aldershot
End Time: 2024-07-21T10:44:05.000Z
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Book Title: Quantitative Financial Risk Management
Subject Area: Data Analysis
Item Height: 235mm
Item Width: 155mm
Author: Desheng Dash Wu
Publication Name: Quantitative Financial Risk Management
Format: Hardcover
Language: English
Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
Subject: Economics, Management
Publication Year: 2011
Type: Textbook
Item Weight: 688g
Number of Pages: 338 Pages
