The analytics of risk model validation [electronic resource] / edited by George Christodoulakis, Stephen Satchell. - Amsterdam : Academic Press, 2008. - 1 online resources (xi, 201 p.) - Quantitative finance series . - Quantitative finance series. .

Includes bibliographical references and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.

9780080553887 (ebk.)


Risk management--Mathematical models.


Electronic books.

658.155