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Quantitative Financial Risk Management - Bog

indgår i Computational Risk Management serien

Quantitative Financial Risk Management
Bag om Quantitative Financial Risk Management

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642268908
  • Indbinding:
  • Paperback
  • Sideantal:
  • 338
  • Udgivet:
  • 1. August 2013
  • Udgave:
  • 2011
  • Størrelse:
  • 235x155x19 mm.
  • Vægt:
  • 534 g.
  • 2-3 uger.
  • 17. Juli 2024

Normalpris

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Quantitative Financial Risk Management

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.

Brugerbedømmelser af Quantitative Financial Risk Management



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