The analytics of risk model validation
By: edited by George A. Christodoulakis, Stephen Satchell
Contributors: Christodoulakis, George A; Satchell, S.
Series: Quantitative finance series
Publisher: Academic Press
Published: 2008
Place of publication: Amsterdam; Boston
Language: eng
Number of pages: 201
ISBN-13: 9780750681582
Subjects: Risk management -- Mathematical models
Notes: Includes bibliographical references and index