Risk Model Validation by Peter Quell, Christian Meyer
Risk Model Validation

Peter Quell, Christian Meyer

Risk Model Validation

Peter Quell, Christian Meyer

254 pages missing pub info (editions)

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Quantitative risk models have been presented as one of the causes of the financial crisis that started in 2007. In this fully updated second edition, authors Christian Meyer and Peter Quell give a holistic view of risk models: their construction, ...

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