Полное описание

Quantitative Financial Risk Management : сборник научных трудов / edited by Dash Wu. ; editor. D. Wu. - Berlin ; Heidelberg : Springer Berlin Heidelberg, 2011. - on-line. - (Computational Risk Management ; vol. 1). - URL: http://dx.doi.org/10.1007/978-3-642-19339-2. - Загл. с экрана. - ISBN 978-3-642-19339-2. - Текст : электронный.

ГРНТИ	УДК
82.17.03	330.131.7:336
06.81.30	005.334:658.14

Рубрики:
business
operations research
decision making
macroeconomics
business and Management
operation Research/Decision Theory
macroeconomics/Monetary Economics//Financial Economics

Аннотация: 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.
Доп. точки доступа:
Wu, D.\editor.\

http://dx.doi.org/10.1007/978-3-642-19339-2

Держатели документа:
Государственная публичная научно-техническая библиотека России : 123298, г. Москва, ул. 3-я Хорошевская, д. 17 (Шифр в БД-источнике (KATBW): -954566799)

Шифр в сводном ЭК: fcb08dd6d8f89015b693fbfcb426dc6d

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