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

The validation of risk models : a handbook for practitioners /

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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
Main Author: Scandizzo, Sergio (Author)
Format: Electronic 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.
Online Access: Full text (Wentworth users only)
Local Note:ProQuest Ebook Central

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