000			01949nam a22004455i 4500
001			978-3-642-19339-2
003			DE-He213
005			20140220083755.0
007			cr nn 008mamaa
008			110624s2011 gw | s |||| 0|eng d
020			_a9783642193392 _9978-3-642-19339-2
024	7		_a10.1007/978-3-642-19339-2 _2doi
050		4	_aHD30.23
072		7	_aKJT _2bicssc
072		7	_aKJMD _2bicssc
072		7	_aBUS049000 _2bisacsh
082	0	4	_a658.40301 _223
100	1		_aWu, Dash. _eeditor.
245	1	0	_aQuantitative Financial Risk Management _h[electronic resource] / _cedited by Dash Wu.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2011.
300			_aX, 338 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aComputational Risk Management ; _v1
520			_aThe 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.
650		0	_aEconomics.
650		0	_aFinance.
650	1	4	_aEconomics/Management Science.
650	2	4	_aOperations Research/Decision Theory.
650	2	4	_aFinancial Economics.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783642193385
830		0	_aComputational Risk Management ; _v1
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-642-19339-2
912			_aZDB-2-SBE
999			_c107523 _d107523