The Analytics of Risk Model Validation, (Quantitative Finance)

by StephenSatchell (Editor), George A . Christodoulakis (Editor)

New
Hardcover
2007
$62.70

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.

Synopsis

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.

$62.70

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 216
Publisher: Academic Press
Published: 17 Oct 2007
ISBN 10: 0750681586
ISBN 13: 9780750681582

The Analytics of Risk Model Validation, (Quantitative Finance)

New

$62.70

Synopsis

$62.70

More Information