An edition of Risk model validation
(2011)
Risk model validation
a practical guide to addressing the key questions
by Christian Meyer
Share
×Close
This work doesn't have a description yet. Can you add one?
Check nearby libraries
Buy this book
Subjects
Risk management, Mathematical models| Edition | Availability |
|---|---|
1
Risk model validation: a practical guide to addressing the key questions
2011, Risk Books
in English
1906348510 9781906348519
|
aaaa
|
Book Details
Table of Contents
Basics of quantitative risk models
How can a risk model fail?
Validation issues
The Basel accords and risk model validation
Tools for validation of model results
Other validation tools
Conclusion: risk model frameworks.
Edition Notes
Includes bibliographical references (p. 125-135) and index.
Classifications
The Physical Object
Edition Identifiers
Work Identifiers
Source records
Community Reviews (0)
Lists
| December 21, 2022 | Created by MARC Bot | import new book |