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Quantitative financial risk management [electronic resource]
- 其他作者：
- 出版： Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg
- 叢書名： Computational risk management
- 主題： Financial risk management. , Economics/Management Science. , Operations Research/Decision Theory. , Financial Economics.
- ISBN： 9783642193392 (electronic bk.) 、 9783642193385 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
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讀者標籤：
- 系統號： 005070452 | 機讀編目格式
館藏資訊
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.
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