Risk Model Validation

2nd Edition

Discipline:  Quantitative Analysis

No of pages: 254

First published:

ISBN: 9781782722632

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, appropriateness, validation and why they play such an important role in the financial markets.

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