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Quantitative Financial Risk Management - Computational Risk Management 2011 edition
Dash Wu
Quantitative Financial Risk Management - Computational Risk Management 2011 edition
Dash Wu
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.
338 pages, biography
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 26 de junho de 2011 |
ISBN13 | 9783642193385 |
Editoras | Springer-Verlag Berlin and Heidelberg Gm |
Genre | Aspects (Academic) > Business Aspects |
Páginas | 338 |
Dimensões | 155 × 235 × 20 mm · 635 g |
Idioma | French |
Editor | Wu, Desheng Dash |