by Desheng Dash Wu (Editor)
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.
Format: Hardcover
Pages: 347
Edition: 1st Edition.
Publisher: Springer
Published: 26 Jun 2011
ISBN 10: 3642193382
ISBN 13: 9783642193385