The validation of risk models : a handbook for practitioners /

The validation of risk models : a handbook for practitioners / Sergio Scandizzo.

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The practice of quantitative risk management has reached unprecedented levels of sophistication. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on sophistica...

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Scandizzo, Sergio (Author)
Format: eBook
Language:English
Published: Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2016.
Series:Applied quantitative finance.
Subjects:
Risk management > Mathematical models.
Banks and banking > Mathematical models.
Investments > Mathematical models.
Corporations > Finance > Mathematical models.
Banks and banking > Mathematical models
Corporations > Finance > Mathematical models
Investments > Mathematical models
Risk management > Mathematical models

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Full Text (via ProQuest)

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Holdings details from Online
Call Number: HD61 .S287 2016
HD61 .S287 2016 Available

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