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Quantitative financial risk management by desheng dash wu

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Quantitative financial risk management by desheng dash wu

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Ngày đăng: 06/04/2018, 11:16

Xem thêm: Quantitative financial risk management by desheng dash wu , 2 Market-Risk Equations, Default-Risk Equations and Liquidity Risk Equations, 1 The Calculation of the Sample Enterprises´ Default Distance in Different Years, 1 The Change of Residents´ Capacity to Repay the Loans Influences the Credit Risk Exposures, 2 Valuation of Debt, Equity and the Firm, 2 The ``Spring´´ Model in Action

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Mục lục

  • Cover

  • Computational Risk Management

  • Quantitative Financial Risk Management

  • ISBN 9783642193385

  • Preface

  • References

  • Contents

  • Part I: Market Risk Management

    • Empirical Analysis of Risk Measurement of Chinese Mutual Funds

      • 1 Introduction

      • 2 Literature Review

      • 3 Empirical Analysis

      • 4 Conclusion

      • References

      • Assess the Impact of Asset Price Shocks on the Banking System

        • 1 Introduction

        • 2 Liquidity Risk Macro Stress-Testing Framework

          • 2.1 Monte Carlo Simulations of Market Risk Shocks

          • 2.2 Market-Risk Equations, Default-Risk Equations and Liquidity Risk Equations

            • 2.2.1 Market-Risk Equations

            • 2.2.2 Default-Risk Equations

            • 2.2.3 Liquidity Risk Equations

            • 3 Data Sample and Sources

            • 4 Specification of Stress Scenarios

            • 5 Simulation Results

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