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The validation of risk models : a handbook for practitioners / Sergio Scandizzo, Head of Model Validation, European Investment Bank, Luxembourg.
Scandizzo, Sergio, author.
2016
HD61 .S336 2016
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Title
The validation of risk models : a handbook for practitioners / Sergio Scandizzo, Head of Model Validation, European Investment Bank, Luxembourg.
Author
Scandizzo, Sergio, author.
ISBN
9781137436955
9781137436962 (e-book)
Published
Houndmills, Basingstoke, Hampshire, England ; New York, New York : Palgrave Macmillan, 2016.
Copyright
2016
Language
English
Description
1 online resource (242 pages) : illustrations, tables.
Call Number
HD61 .S336 2016
Dewey Decimal Classification
658.15501
Bibliography, etc. Note
Includes bibliographical references at the end of each chapters and index.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Series
Applied quantitative finance.
Available in 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 9781137436955
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