Isbn: 9783642193385 - quantitative financial risk management (computational risk management) (3 Ergebnisse)

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 aretraditional 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.…

Zustand: New. In.

Hardcover. Zustand: Brand New. 347 pages. 9.00x6.25x1.00 inches. In Stock.