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Quantitative Financial Risk Management - Computational Risk Management Dash Wu 2011 edition
Quantitative Financial Risk Management - Computational Risk Management
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
| Médium | Knihy Hardcover Book (Kniha s pevnou väzbou a obalom) |
| Vydané | 26. júna 2011 |
| ISBN13 | 9783642193385 |
| Vydavatelia | Springer-Verlag Berlin and Heidelberg Gm |
| Žáner | Aspects (Academic) > Business Aspects |
| Strany | 338 |
| Rozmery | 155 × 235 × 20 mm · 635 g |
| Jazyk | Francúzština |
| Editor | Wu, Desheng Dash |