Library of American University of Madaba
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Wu, Dash.
Quantitative Financial Risk Management [electronic resource] / edited by Dash Wu. - X, 338 p. online resource. - Computational Risk Management ; 1 .
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.
9783642193392
Economics.
Finance.
Economics/Management Science.
Operations Research/Decision Theory.
Financial Economics.
HD30.23
658.40301
Quantitative Financial Risk Management [electronic resource] / edited by Dash Wu. - X, 338 p. online resource. - Computational Risk Management ; 1 .
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.
9783642193392
Economics.
Finance.
Economics/Management Science.
Operations Research/Decision Theory.
Financial Economics.
HD30.23
658.40301