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Quantitative Financial Risk Management

by Wu, Dash.
Authors: SpringerLink (Online service) Series: Computational Risk Management ; . 1 Physical details: X, 338 p. online resource. ISBN: 3642193390 Subject(s): Economics. | Finance. | Economics/Management Science. | Operations Research/Decision Theory. | Financial Economics.
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E-Book E-Book AUM Main Library 658.40301 (Browse Shelf) Not for loan

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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