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This volume offers a comprehensive portrait of advanced techniques and case studies in financial risk management, with a computational focus: Covers four main areas: market risk, credit risk, enterprise risk, and systemic/macroeconomic risk Explains key risk models including Black‑Scholes, Vasicek, CAPM, factor models, GARCH, KMV, and credit scoring frameworks Illustrates applications through case studies spanning firm-level, country-level, and macroeconomic risk scenarios, especially within emerging markets (notably China) Complex yet practical, this book bridges model formulation, computational implementation, and real-world financial risk environments.

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245: $a: Quantitative Financial Risk Management
245: $b:
082: $a:
100: $a: Desheng Dash Wu
650: $a: Finance
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440: $v:
250: $b: Springer
250: $c: 2011
020: $a: 978‑3642193385
300: $a: 338