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Quantitative Financial Risk Management / edited by Dash Wu
Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Computational Risk Management ; 1 | SpringerLink BücherPublisher: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011Description: Online-Ressource (IX, 338p, digital)ISBN:- 9783642193392
- 658.40301
- 658.155015118
- HD30.23
- HG173 .Q36 2011
Contents:
Summary: 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 modelsPPN: PPN: 1650973101Package identifier: Produktsigel: ZDB-2-SBE
Research on the Economy Fluctuations with Energy Consumption of China Based on H-PFiltration;
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