Quantitative Financial Risk Management (Repost)
Quantitative Financial Risk Management By Dash Wu
2011 | 347 Pages | ISBN: 3642193382 | PDF | 3 MB
2011 | 347 Pages | ISBN: 3642193382 | PDF | 3 MB
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.