Quantitative Financial Risk Management - Computational Risk Management - Dash Wu - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642193385 - June 26, 2011
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Dash Wu
Quantitative Financial Risk Management - Computational Risk Management 2011 edition

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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.

338 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 26, 2011
ISBN13 9783642193385
Publishers Springer-Verlag Berlin and Heidelberg Gm
Genre Aspects (Academic) > Business Aspects
Pages 338
Dimensions 155 × 235 × 20 mm   ·   635 g
Language French  
Editor Wu, Desheng Dash

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