Quantitative Financial Risk Management (Computational Risk Management Book 1)
Type
Book
Authors
Category
Reference Books
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Publication Year
2011
Publisher
Pages
350
Description
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. - from Amzon
Number of Copies
1