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Quantitative financial risk management

Author: Desheng Dash Wu
Publisher: Berlin ; Heidelberg ; New York : Springer, ©2011.
Series: Computational risk management.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Quantitative financial risk management.
Berlin ; Heidelberg ; New York : Springer, ©2011
(DLC) 2011930728
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Desheng Dash Wu
ISBN: 9783642193392 3642193390 9783642193385 3642193382
OCLC Number: 745002036
Description: 1 online resource (ix, 338 pages).
Series Title: Computational risk management.
Responsibility: Desheng Dash Wu, editor.

Abstract:

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  Read more...

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