Quantitative Financial Risk Management - Computational Risk Management - Desheng Dash Wu - Boeken - Springer-Verlag Berlin and Heidelberg Gm - 9783642268908 - 3 augustus 2013
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Quantitative Financial Risk Management - Computational Risk Management 2011 edition

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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.


Marc Notes: 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.

Media Boeken     Paperback Book   (Boek met zachte kaft en gelijmde rug)
Vrijgegeven 3 augustus 2013
ISBN13 9783642268908
Uitgevers Springer-Verlag Berlin and Heidelberg Gm
Pagina's 338
Afmetingen 155 × 235 × 19 mm   ·   528 g
Taal en grammatica Duits  
Uitgever Wu, Desheng Dash

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