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Quantitative Financial Risk Management

Forfatter: info mangler
Bog
  • Format
  • Bog, paperback
  • Engelsk

Beskrivelse

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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10 cm
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15,5 cm
23,5 cm

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