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02071nam a22004695i 4500 |
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978-3-642-19339-2 |
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DE-He213 |
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20151204162330.0 |
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cr nn 008mamaa |
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110624s2011 gw | s |||| 0|eng d |
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|a 9783642193392
|9 978-3-642-19339-2
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|a 10.1007/978-3-642-19339-2
|2 doi
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|a HD30.23
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|a 658.40301
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|a Quantitative Financial Risk Management
|h [electronic resource] /
|c edited by Dash Wu.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2011.
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| 300 |
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|a X, 338 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
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|a text file
|b PDF
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|a Computational Risk Management ;
|v 1
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|a 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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|a Business.
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|a Operations research.
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|a Decision making.
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|a Macroeconomics.
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|a Business and Management.
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|a Operation Research/Decision Theory.
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| 650 |
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|a Macroeconomics/Monetary Economics//Financial Economics.
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| 700 |
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|a Wu, Dash.
|e editor.
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783642193385
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| 830 |
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|a Computational Risk Management ;
|v 1
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|u http://dx.doi.org/10.1007/978-3-642-19339-2
|z Full Text via HEAL-Link
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|a ZDB-2-SBE
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| 950 |
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|a Business and Economics (Springer-11643)
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