Quantitative Financial Risk Management

By Desheng Dash Wu and Desheng Dash Wu (Ed.)

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 3642193382
• ISBN13: 9783642193385
• Release Date: June 2011
• Publisher: Springer
• Length: 338 Pages
• Weight: 1.40 lbs.
• Dimensions: 1.0" x 6.3" x 9.3"