The Analytics Of Risk Model Validation

by George A. Christodoulakis e Stephen Satchell
language: english
Publisher: ELSEVIER SCIENCE & TECHNOLOGY, October of 2007 ‧
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Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. This book provides a collection that focuses on the quantitative side of model validation. It the three main areas of risk: Credit Risk, Market and Operational Risk.

The Analytics Of Risk Model Validation

by George A. Christodoulakis e Stephen Satchell

Property Description
ISBN: 9780750681582
Publisher: ELSEVIER SCIENCE & TECHNOLOGY
Release Date: October of 2007
Language: English
Cover: Hardcover
Pages: 216
Format: Book
Collection: Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Management > Management and Organization
Books in English > Others
EAN: 9780750681582