Quantitative Financial Risk Management

Buch | Softcover

X, 338 Seiten

2013 | 2011
Springer Berlin (Verlag)
978-3-642-26890-8 (ISBN)

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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.

Erscheint lt. Verlag	3.8.2013
Reihe/Serie	Computational Risk Management
Zusatzinfo	X, 338 p.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	534 g
Themenwelt	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
Schlagworte	financial risk management • Market Risks • Risk Management • Supply Chain
ISBN-10	3-642-26890-0 / 3642268900
ISBN-13	978-3-642-26890-8 / 9783642268908
Zustand	Neuware