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Wir sind gerne für Sie daThe 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.
Produkteigenschaften
- Artikelnummer: 9783642268908
- Medium: Buch
- ISBN: 978-3-642-26890-8
- Verlag: Springer
- Erscheinungstermin: 03.08.2013
- Sprache(n): Englisch
- Auflage: Erscheinungsjahr 2013
- Serie: Computational Risk Management
- Produktform: Kartoniert, Paperback
- Gewicht: 528 g
- Seiten: 338
- Format (B x H x T): 155 x 235 x 19 mm
- Ausgabetyp: Kein, Unbekannt