Quantitative Financial Risk Management
indgår i Computational Risk Management serien
- Indbinding:
- Hardback
- Sideantal:
- 338
- Udgivet:
- 26. Juni 2011
- Udgave:
- 2011
- Størrelse:
- 234x156x20 mm.
- Vægt:
- 688 g.
Leveringstid:
2-3 uger
Forventet levering: 16. Oktober 2024
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.
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