Quantitative Financial Risk Management - Couverture souple

Livre 1 sur 10: Computational Risk Management
 
9783642268908: Quantitative Financial Risk Management

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9783642193385: Quantitavtive Financial Risk Management

Edition présentée

ISBN 10 :  3642193382 ISBN 13 :  9783642193385
Editeur : Springer-Verlag Berlin and Heide..., 2011
Couverture rigide