Quantitative Financial Risk Management

  • Dash Wu
Conference proceedings

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
    2. Bian Shibo, Zhang Xiaoyang
      Pages 111-121
  4. Risk Management in Enterprises

  5. Risk Management in Macro-economy

    1. Front Matter
      Pages 309-309
    2. Johannes Hauptmann, Rudi Zagst
      Pages 321-338

About these proceedings


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.


Financial Risk Management Market Risks Risk Management Supply Chain

Editors and affiliations

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

Bibliographic information