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Source: The Open Library

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1Quantitative finance and risk management

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“Quantitative finance and risk management” Metadata:

  • Title: ➤  Quantitative finance and risk management
  • Author:
  • Language: English
  • Number of Pages: Median: 891
  • Publisher: ➤  World Scientific Publishing Company - WSPC - World Scientific - World Scientific Publishing Co Pte Ltd - World Scientific Pub.
  • Publish Date:
  • Publish Location: ➤  River Edge, NJ - Singapore - New Jersey

“Quantitative finance and risk management” Subjects and Themes:

Edition Identifiers:

First Setence:

"This book is primarily for PhD scientists and engineers who want to learn about quantitative finance, and for graduate students in finance programs . Practicing quantitative analysts (“quants”) and research workers will find topics of interest. There are even essays with no equations for non-technical managers."

Access and General Info:

  • First Year Published: 2004
  • Is Full Text Available: No
  • Is The Book Public: No
  • Access Status: Unclassified

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    Source: Wikipedia

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    Model risk

    In finance, model risk is the risk of loss resulting from using insufficiently accurate models to make decisions, originally and frequently in the context

    Financial risk modeling

    Financial risk modeling is the use of formal mathematical and econometric techniques to measure, monitor and control the market risk, credit risk, and operational

    Credit risk

    assessments of credit risk and may be used as a reference point to price loans or trigger collateral calls. Most lenders employ their models (credit scorecards)

    Black–Scholes model

    the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are

    Swiss cheese model

    The Swiss cheese model of accident causation is a model used in risk analysis and risk management. It likens human systems to multiple slices of Swiss

    Financial risk

    market risk, liquidity risk, credit risk, business risk and investment risk. The four standard market risk factors are equity risk, interest rate risk, currency

    Ruin theory

    (sometimes risk theory or collective risk theory) uses mathematical models to describe an insurer's vulnerability to insolvency/ruin. In such models key quantities

    Markowitz model

    'move' exactly together, the HM model shows investors how to reduce their risk. The HM model is also called mean-variance model due to the fact that it is

    Capital asset pricing model

    portfolio. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented

    Systemic risk

    In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to the risk associated with any one individual


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