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  • Conference proceedings
  • © 2011

Quantitative Financial Risk Management

Editors:

  • Provides approaches and instruments for handling financial risks Based on latest research data, up-to-date content Some approaches have been approved in the microeconomic environment Sheds a light on financial risk management in various types of enterprises

Part of the book series: Computational Risk Management (Comp. Risk Mgmt, volume 1)

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Table of contents (24 papers)

  1. Front Matter

    Pages i-ix
  2. Credit Risk Management

    1. Front Matter

      Pages 109-109
  3. Risk Management in Enterprises

    1. Front Matter

      Pages 189-189

About this book

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.

Editors and Affiliations

  • , Risklab, University of Toronto, Toronto, Canada

    Dash Wu

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access