Computational Risk Management

Quantitative Financial Risk Management

Editors: Wu, Desheng Dash (Ed.)

  • 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
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eBook $119.00
price for USA (gross)
  • ISBN 978-3-642-19339-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.00
price for USA
  • ISBN 978-3-642-19338-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.00
price for USA
  • ISBN 978-3-642-26890-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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.

Table of contents (24 chapters)

  • Empirical Analysis of Risk Measurement of Chinese Mutual Funds

    Yang, Ju

    Pages 3-14

  • Assess the Impact of Asset Price Shocks on the Banking System

    Fang-Ying, Yuan

    Pages 15-28

  • Comparative Study on Minimizing the Risk of Options for Hedge Ratio Model of Futures

    Wenhui, Luo

    Pages 29-38

  • The Application of Option Pricing Theory in Participating Life Insurance Pricing Based On Vasicek Model

    Qiu, Danwei (et al.)

    Pages 39-46

  • The Study of Applying Black-Scholes Option Pricing Model to the Term Life Insurance

    Wang, Lifang (et al.)

    Pages 47-54

Buy this book

eBook $119.00
price for USA (gross)
  • ISBN 978-3-642-19339-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.00
price for USA
  • ISBN 978-3-642-19338-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.00
price for USA
  • ISBN 978-3-642-26890-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Quantitative Financial Risk Management
Editors
  • Desheng Dash Wu
Series Title
Computational Risk Management
Copyright
2011
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-19339-2
DOI
10.1007/978-3-642-19339-2
Hardcover ISBN
978-3-642-19338-5
Softcover ISBN
978-3-642-26890-8
Series ISSN
2191-1436
Edition Number
1
Number of Pages
X, 338
Topics