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The analytics of risk model validation /

Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Christodoulakis, George, Satchell, Stephen, 1949-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier/Academic Press, 2008.
Edición:1st ed.
Colección:Elsevier finance.
Quantitative finance series.
Temas:
Acceso en línea:Texto completo
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