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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
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 26. juni 2011 |
| ISBN13 | 9783642193385 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Sjanger | Aspects (Academic) > Business Aspects |
| Antall sider | 338 |
| Mål | 155 × 235 × 20 mm · 635 g |
| Språk | Fransk |
| Redaktør | Wu, Desheng Dash |
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