The analytics of risk model validation / edited by George Christodoulakis, Stephen Satchell. - 1st ed. - Amsterdam ; Boston : Elsevier/Academic Press, c2008. - xi, 201 p. : ill. ; 24 cm. - Quantitative finance series .

Includes bibliographical references and index.

0750681586 (hd.bd.) 9780750681582 (hd.bd.)


Risk management--Mathematical models.