Quantitative Financial Risk Management
| By: | Desheng Dash Wu |
| Publisher: | Springer Nature |
| Print ISBN: | 9783642193385 |
| eText ISBN: | 9783642193392 |
| Edition: | 1 |
| Copyright: | 2011 |
| Format: | Reflowable |
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Table of Contents
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.