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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
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2007年10月17日 |
| ISBN13 | 9780750681582 |
| 出版社 | Elsevier Science & Technology |
| ページ数 | 216 |
| 寸法 | 165 × 234 × 14 mm · 500 g |
| 編集者 | Christodoulakis, George A. (Advisor to the Governor of the Bank of Greece and Assistant Professor of Finance, Manchester Business School, U.K.) |
| 編集者 | Satchell, Stephen (Reader in Financial Econometrics, Trinity College, Cambridge, UK) |
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