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Author
Scandizzo, Sergio, author.
Title
The validation of risk models : a handbook for practitioners / Sergio Scandizzo, Head of Model Validation, European Investment Bank, Luxembourg.
Publication Info.
Houndmills, Basingstoke, Hampshire, England ; New York, New York : Palgrave Macmillan, 2016.
2016
Connect to
Available to Pittsburg State University patrons only.
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Call No.
OPAC Message
Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
1 online resource (242 pages) : illustrations, tables.
text rdacontent
computer rdamedia
online resource rdacarrier
Series
Applied Quantitative Finance series
Applied quantitative finance.
Bibliography
Includes bibliographical references at the end of each chapters and index.
Note
Description based on print version record.
Subject
Risk management -- Mathematical models.
Banks and banking -- Mathematical models.
Investments -- Mathematical models.
Corporations -- Finance -- Mathematical models.
Genre/Form
Electronic books.
Other Form:
Print version: Scandizzo, Sergio. Validation of risk models : a handbook for practitioners. Houndmills, Basingstoke, Hampshire, England ; New York, New York : Palgrave Macmillan, c2016 viii, 242 pages Applied quantitative finance. 9781137436955 2015040403
ISBN
9781137436955
9781137436962 (e-book)
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