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Quantitative Financial Risk Management
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(Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!
| Inhalt: |
| 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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i.d.R. innert 7-14 Tagen versandfertig
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