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.The book, Quantitative Financial Risk Management (Computational Risk Management) [Bulk, Wholesale, Quantity] ISBN#9783642268908 in Paperback by may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Details
Format:
Paperback
Publication Date:
08/03/2013
ISBN-13:
9783642268908
Pages:
338
Publisher:
Springer Berlin Heidelberg
