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The Analytics of Risk Model Validation - Quantitative Finance Stephen Satchell
The Analytics of Risk Model Validation - Quantitative Finance
Stephen Satchell
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.
218 pages, 1, black & white illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 17 de octubre de 2007 |
| ISBN13 | 9780750681582 |
| Editores | Elsevier Science & Technology |
| Páginas | 216 |
| Dimensiones | 165 × 234 × 14 mm · 500 g |
| Editor | Christodoulakis, George A. (Advisor to the Governor of the Bank of Greece and Assistant Professor of Finance, Manchester Business School, U.K.) |
| Editor | Satchell, Stephen (Reader in Financial Econometrics, Trinity College, Cambridge, UK) |
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