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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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Quantitative financial risk management, Desheng Dash Wu
- Sprache
- Erscheinungsdatum
- 2011
- product-detail.submit-box.info.binding
- (Hardcover)
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- Titel
- Quantitative financial risk management
- Sprache
- Englisch
- Autor*innen
- Desheng Dash Wu
- Verlag
- Springer
- Erscheinungsdatum
- 2011
- Einband
- Hardcover
- ISBN10
- 3642193382
- ISBN13
- 9783642193385
- Kategorie
- Wirtschaft
- Beschreibung
- 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.