Computational Risk Management

Name: Computational Risk Management
Brand: Springer Berlin Heidelberg
SKU: 9783642193385
Price: 152.99 USD
Availability: InStock

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.