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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
| 介质类型 | 图书 Hardcover Book (精装硬皮书) |
| 已发行 | 2011年6月26日 |
| ISBN13 | 9783642193385 |
| 出版商 | Springer-Verlag Berlin and Heidelberg Gm |
| 分类 | Aspects (Academic) > Business Aspects |
| 页数 | 338 |
| 商品尺寸 | 155 × 235 × 20 mm · 635 g |
| 语言 | 法语 |
| 编辑 | Wu, Desheng Dash |