Quantitative Financial Risk Management e-bog
1240,73 DKK
(inkl. moms 1550,91 DKK)
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 Pri...
E-bog
1240,73 DKK
Forlag
Springer
Udgivet
25 juni 2011
Genrer
Macroeconomics
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9783642193392
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.