Wu, Dash

Quantitative Financial Risk Management

Wu, Dash - Quantitative Financial Risk Management, ebook


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ISBN: 9783642193392
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Table of contents

1. Empirical Analysis of Risk Measurement of Chinese Mutual Funds
Ju Yang

2. Assess the Impact of Asset Price Shocks on the Banking System
Yuan Fang-Ying

3. Comparative Study on Minimizing the Risk of Options for Hedge Ratio Model of Futures
Luo Wenhui

4. The Application of Option Pricing Theory in Participating Life Insurance Pricing Based On Vasicek Model
Danwei Qiu, Yue Hu, Lifang Wang

5. The Study of Applying Black-Scholes Option Pricing Model to the Term Life Insurance
Lifang Wang, Yue Hu, Danwei Qiu

6. Evolutionary Variation of Service Trade Barriers in Banking: A Case of ASEAN+3
Xiaobing Feng

7. Corporate Board Governance and Risk Taking
Shenglan Chen

8. The Risk Factors Analysis of the Term Structure of Interest Rate in the Interbank Bond Market
Yujun Yang, Hui Huang, Jing Pang

9. Pricing of Convertible Bond Based on GARCH Model
Mengxian Wang, Yuan Li

10. Sentiment Capital Asset Cognitive Price and Empirical Evidence from China’s Stock Market
Wei Yan, Chunpeng Yang, Jun Xie

11. Carbon Emission Markets
Walid Mnif, Matt Davison

12. Dynamic Asset Allocation with Credit Risk
Bian Shibo, Zhang Xiaoyang

13. Analysis of the Factors Influencing Credit Risk of Commercial Banks
Tao Aiyuan, Zhao Sihong

14. The Credit Risk Measurement of China’s Listed Companies Based on the KMV Model
Zhang Piqiang, Zhou Hancheng

15. Consumer Credit Risk Research Based on Our Macroeconomic Environment
Zhu Ning, Shi Qiongyao

16. Wealth Effects of the Creditor in Mergers: Evidence from Chinese Listed Companies
Zhihui Gu, Xiangchao Hao

17. Research on the Economy Fluctuations with Energy Consumption of China Based on H-PFiltration
Hua Wei, Haiyan Tang, Shan Wu, Yaqun He

18. Enterprise Risk Assessment and Forecast: Based on Chinese Listed Companies in 2009–2010
Shao Jun, Wang Shuangcheng, Liu Yanping

19. The Prevention and Control of Environmental Liability Based on Environmental Risk Management and Assessment in Enterprise
Zhifang Zhou, Xu Xiao

20. Supply Chain Risk Management Review and a New Framework for Petroleum Supply Chains
Leão José Fernandes, Ana Paula Barbosa-Póvoa, Susana Relvas

21. Towards a Supply Risk Management Capability Process Model: An Analysis of What Constitutes Excellence in Supply Risk Management Across Different Industry Sectors
Kai Förstl, Constantin Blome, Michael Henke, Tobias Schönherr

22. Enterprise Risk Management from Theory to Practice: The Role of Dynamic Capabilities Approach – the “Spring” Model
Amerigo Silvestri, Marika Arena, Enrico Cagno, Paolo Trucco, Giovanni Azzone

23. Risk Index of China’s Macroeconomic Operation: Method and Application
Wang Shuzhen, Jia Dekui

24. Systemic Risk
Johannes Hauptmann, Rudi Zagst

Keywords: Economics/Management Science, Operations Research/Decision Theory, Financial Economics

Publication year
Computational Risk Management
Page amount
9 pages

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