The Validation of Risk Models A Handbook for Practitioners /

• Κύριος συγγραφέας: Scandizzo, Sergio (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016.
• Σειρά: Applied Quantitative Finance series
• Θέματα: Finance.; Business enterprises > Finance.; Corporations > Finance.; Banks and banking.; Investment banking.; Securities.; Risk management.; Risk Management.; Banking.; Corporate Finance.; Investments and Securities.; Business Finance.

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...