Quantitative Financial Risk Management

Quantitative Financial Risk Management

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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.Acknowledgements This research is funded by China Linxin Risk Management Research Institute. Thanks also to ... Peng C, Chong-Feng W, Weibing L (2002) Research on the methods of credit risk measurement and management. J Ind Enganbsp;...

Title:Quantitative Financial Risk Management
Author:Desheng Dash Wu
Publisher:Springer Science & Business Media - 2011-06-25


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