Quantitative Financial Risk Management

• Corporate Author: SpringerLink (Online service)
• Other Authors: Wu, Dash (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Series: Computational Risk Management ; 1
• Subjects: Business.; Operations research.; Decision making.; Macroeconomics.; Business and Management.; Operation Research/Decision Theory.; Macroeconomics/Monetary Economics//Financial Economics.
• Physical Description: X, 338 p. online resource.
• ISBN: 9783642193392

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.