Risk model validation : a practical guide to addressing the key questions /

Saved in:
Bibliographic Details
Author / Creator:Meyer, Christian.
Imprint:London : Risk Books, 2011.
Description:xv, 141 p. : ill. ; 30 cm
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/9050539
Hidden Bibliographic Details
Other authors / contributors:Quell, Peter.
ISBN:1906348510
9781906348519
Notes:Includes bibliographical references (p. 125-135) and index.

MARC

LEADER 00000cam a2200000Ka 4500
001 9050539
003 ICU
005 20131022162400.0
008 110411s2011 enka b 001 0 eng d
020 |a 1906348510 
020 |a 9781906348519 
035 |a 9050539 
035 |a (OCoLC)712126803 
040 |a YDXCP  |b eng  |c YDXCP  |d SA$  |d BWK  |d OCLCQ  |d OCLCO  |d OL$  |d UtOrBLW 
049 |a CGUA 
082 0 4 |a 658.1550151  |2 23 
090 |a HD61  |b .M48 2011 
100 1 |a Meyer, Christian.  |0 http://id.loc.gov/authorities/names/n78056024  |1 http://viaf.org/viaf/1202781 
245 1 0 |a Risk model validation :  |b a practical guide to addressing the key questions /  |c Christian Meyer and Peter Quell. 
260 |a London :  |b Risk Books,  |c 2011. 
300 |a xv, 141 p. :  |b ill. ;  |c 30 cm 
336 |a text  |b txt  |2 rdacontent  |0 http://id.loc.gov/vocabulary/contentTypes/txt 
337 |a unmediated  |b n  |2 rdamedia  |0 http://id.loc.gov/vocabulary/mediaTypes/n 
338 |a volume  |b nc  |2 rdacarrier  |0 http://id.loc.gov/vocabulary/carriers/nc 
505 0 |a Basics of quantitative risk models -- How can a risk model fail? -- Validation issues -- The Basel accords and risk model validation -- Tools for validation of model results -- Other validation tools -- Conclusion: risk model frameworks. 
504 |a Includes bibliographical references (p. 125-135) and index. 
650 0 |a Risk management  |x Mathematical models.  |0 http://id.loc.gov/authorities/subjects/sh2008110811 
650 7 |a Risk management  |x Mathematical models.  |2 fast  |0 http://id.worldcat.org/fast/fst01098179 
700 1 |a Quell, Peter.  |0 http://id.loc.gov/authorities/names/no2012012317  |1 http://viaf.org/viaf/222815295 
903 |a HeVa 
929 |a cat 
999 f f |i a5641502-b211-565d-926b-930ce06ef66e  |s 0e5a1661-268b-5793-9a13-3c96164bc5e6 
928 |t Library of Congress classification  |a HD61.M48 2011  |l JRL  |c JRL-Gen  |i 1287377 
927 |t Library of Congress classification  |a HD61.M48 2011  |l JRL  |c JRL-Gen  |e SMIT  |b 108257220  |i 9152592