Quantitative Financial Risk Management (Computational Risk Management) - Tapa blanda

Libro 1 de 10: Computational Risk Management
 
9783642268908: Quantitative Financial Risk Management (Computational Risk Management)

Sinopsis

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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De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Otras ediciones populares con el mismo título

9783642193385: Quantitative Financial Risk Management (Computational Risk Management)

Edición Destacada

ISBN 10:  3642193382 ISBN 13:  9783642193385
Editorial: Springer, 2011
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