Quantitative Financial Risk Management
Author:   Desheng Dash Wu
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   2011 ed.
ISBN:  

9783642193385


Pages:   338
Publication Date:   26 June 2011
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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Quantitative Financial Risk Management


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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.

Full Product Details

Author:   Desheng Dash Wu
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2011 ed.
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   0.688kg
ISBN:  

9783642193385


ISBN 10:   3642193382
Pages:   338
Publication Date:   26 June 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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