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Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Business & management Management & management techniques

• Full title: Quantitative Financial Risk Management
• Author: Desheng Dash Wu
• Language: English
• Binding: Paperback
• Number of pages: 338
• EAN: 9783642268908
• ISBN: 3642268900
• ID: 02065562
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Weight: 534 g
• Dimensions: 21 × 154 × 236 mm
• Date of publishing: 01. August 2013

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