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Quantitative Financial Risk Management - Computational Risk Management Dash Wu 2011 edition
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Quantitative Financial Risk Management - Computational Risk Management
Dash Wu
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.
338 pages, biography
| Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
| Vrijgegeven | 26 juni 2011 |
| ISBN13 | 9783642193385 |
| Uitgevers | Springer-Verlag Berlin and Heidelberg Gm |
| Genre | Aspects (Academic) > Business Aspects |
| Pagina's | 338 |
| Afmetingen | 155 × 235 × 20 mm · 635 g |
| Taal en grammatica | Frans |
| Uitgever | Wu, Desheng Dash |
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