ENGLISH

Quantitative Financial Risk Management

By Ju Yang (auth.) , Dash Wu (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2011
ISBN
3642193382, 9783642193385
DOI
10.1007/978-3-642-19339-2
ISSN
2191-1436
LCC
HD61 .Q35 2011
Google Books ID
0B53Myjyd4UC
Open Library ID
OL25252282M
Language
english
Format
PDF
Filesize
3 MB (2876561 bytes)
Series
Computational Risk Management 1
Edition
1
Pages
338\349
Topic
Business Management
Orientation
yes
Scanned
no
Time added
2012-02-14 18:00:00
Operations Research/Decision Theory; Financial Eco

Description

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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