Quantitative Financial Risk Management

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

Table of contents

  1. Front Matter
    Pages i-ix
  2. Market Risk Management

  3. Credit Risk Management

    1. Front Matter
      Pages 109-109
  4. Credit Risk Management

  5. Risk Management in Enterprises

    1. Front Matter
      Pages 189-189

About these proceedings

Introduction

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.

Keywords

Financial Risk Management Market Risks Risk Management Supply Chain

Editors and affiliations

  • Dash Wu
    • 1
  1. 1., RisklabUniversity of TorontoTorontoCanada

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-19339-2
  • Copyright Information Springer-Verlag Berlin Heidelberg 2011
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Business and Economics
  • Print ISBN 978-3-642-19338-5
  • Online ISBN 978-3-642-19339-2