Cover Image

QR Code

The validation of risk models : a handbook for practitioners /

Bibliographic Details
Main Author:	Scandizzo, Sergio, (Author)
Format:	eBook
Language:	English
Published:	Houndmills, Basingstoke, Hampshire, England ; New York, New York : Palgrave Macmillan, 2016.
Series:	Applied quantitative finance.
Subjects:	Risk management > Mathematical models. Banks and banking > Mathematical models. Investments > Mathematical models. Corporations > Finance > Mathematical models. Electronic books.
Online Access:	Click to View

Similar Items

The analytics of risk model validation
Published: (2008)

Risk analysis assessing uncertainties beyond expected values and probabilities /
by: Aven, T.
Published: (2008)

Algorithms for worst-case design and applications to risk management
by: Rustem, Berc.
Published: (2002)

Statistical modeling in finance conference 2006
Published: (2006)

Understanding and managing model risk a practical guide for quants, traders and validators /
by: Morini, Massimo.
Published: (2011)

Essential mathematics for market risk management
by: Hubbert, Simon.
Published: (2012)

The money formula : dodgy finance, pseudo science, and how mathematicians took over the markets /
by: Wilmott, Paul,, et al.
Published: (2017)

Practical spreadsheet risk modeling for management
by: Lehman, Dale E.
Published: (2011)

Modelling under risk and uncertainty an introduction to statistical, phenomenological and computational methods /
by: Rocquigny, Etienne de.
Published: (2012)

Handbook of high-frequency trading and modeling in finance /
Published: (2016)

Stochastic risk analysis and management /
by: Harlamov, Boris,
Published: (2017)

Financial modelling in practice a concise guide for intermediate and advanced level /
by: Rees, Michael, 1964-
Published: (2008)

Mathematical methods for finance : tools for asset and risk management /
by: Focardi, Sergio M.
Published: (2013)

Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
by: Brigo, Damiano.
Published: (2013)

Mathematics and statistics for financial risk management /
by: Miller, Michael B. 1973-
Published: (2013)

Hypermodels in mathematical finance modelling via infinitesimal analysis /
by: Ng, Siu-Ah.
Published: (2003)

The Fisher model and financial markets
by: MacMinn, Richard D.
Published: (2005)

Interest rate risk modeling the fixed income valuation course /
by: Nawalkha, Sanjay K.
Published: (2005)

Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
by: Brigo, Damiano, 1966-
Published: (2010)

Mathematical techniques in finance tools for incomplete markets /
by: Cerny, Ales, 1971-
Published: (2009)

Risk, uncertainty and the agricultural firm
by: Moss, Charles B.
Published: (2009)

Econometrics and risk management
Published: (2008)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi.
Published: (2007)

Risk finance and asset pricing value, measurements, and markets /
by: Tapiero, Charles S.
Published: (2010)

Fundamental models in financial theory /
by: Peleg, Doron, 1952-
Published: (2014)

Modeling aggregate behavior and fluctuations in economics stochastic views of interacting agents /
by: Aoki, Masanao.
Published: (2002)

Uncertainty in economic theory essays in honor of David Schmeidler's 65th birthday /
Published: (2004)

Advanced financial modelling
Published: (2009)

Bayesian risk management : a guide to model risk and sequential learning in financial markets /
by: Sekerke, Matt,
Published: (2015)

Handbook of stochastic models and analysis of manufacturing system operations
Published: (2013)

The Black-Scholes model
by: Capinski, Marek, 1951-
Published: (2012)

Zero lower bound term structure modeling : a practitioner's guide /
by: Krippner, Leo,
Published: (2015)

Nonlinear models in mathematical finance new research trends in option pricing /
Published: (2008)

Anticipating correlations a new paradigm for risk management /
by: Engle, R. F.
Published: (2009)

Exchange rate risk measurement and management issues and approaches for firms /
by: Papaioannou, Michael.
Published: (2006)

Forecasting in financial and sports gambling markets adaptive drift modeling /
by: Mallios, William S. 1935-
Published: (2011)

Extreme value methods with applications to finance
by: Novak, Serguei Y.
Published: (2012)

Mathematical techniques in financial market trading
by: Mak, Don K.
Published: (2006)

Business models and modelling /
Published: (2015)

Mathematical interest theory
by: Vaaler, Leslie Jane Federer.
Published: (2009)