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Quantitative Financial Risk Management - Computational Risk Management Dash Wu 2011 edition
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Quantitative Financial Risk Management - Computational Risk Management
Dash Wu
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 26 de junio de 2011 |
| ISBN13 | 9783642193385 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Género | Aspects (Academic) > Business Aspects |
| Páginas | 338 |
| Dimensiones | 155 × 235 × 20 mm · 635 g |
| Lengua | Francés |
| Editor | Wu, Desheng Dash |
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