Quantitative financial risk management
著者
書誌事項
Quantitative financial risk management
（Computational risk management）
Springer, c2011
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注記
Includes bibliographical references
内容説明・目次
内容説明
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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