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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2011. gada 26. jūnijs |
| ISBN13 | 9783642193385 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Žanrs | Aspects (Academic) > Business Aspects |
| Lapas | 338 |
| Izmēri | 155 × 235 × 20 mm · 635 g |
| Valoda | Franču |
| Redaktors | Wu, Desheng Dash |
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