Quantitative Financial Risk Management (Computational Risk Management)

Quantitative Financial Risk Management (Computational Risk Management)

by Desheng Dash Wu (Editor)

Synopsis

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.

$173.41

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 347
Edition: 1st Edition.
Publisher: Springer
Published: 26 Jun 2011

ISBN 10: 3642193382
ISBN 13: 9783642193385