Quantitative Financial Risk Management
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.
Keywords
Business & EconomicsOperations ResearchFinanceMoney & Monetary Policy
2011Book
Author(s)Desheng Dash Wu
PublisherSpringer Berlin Heidelberg
ISBN9783642193385
LanguageEnglish
