Computational Risk Management

Wu, Desheng Dash

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.

Details

Published by: Springer

Publication Date: 2013-08-03

Format: Paperback

ISBN-13: 9783642268908

DOI: 10.1007/978-3-642-19339-2

Dimensions: 235cm x155cm

Pages: 338