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Model validation : theory, practice and perspectives
Hénaff, Patrick; Martini, Claude - In: The journal of risk model validation 5 (2011/12) 4, pp. 3-15
Persistent link: https://www.econbiz.de/10009422497
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Toward model value-at-risk : bespoke CDO tranches, a case study
Cohort, Pierre; Levy dit Vehel, Pierre Emmanuel; … - In: The journal of risk model validation 7 (2013) 3, pp. 21-34
Persistent link: https://www.econbiz.de/10010480651
Cover Image
Model validation : theory, practice and perspectives
Hénaff, Patrick; Martini, Claude - In: The journal of risk model validation 5 (2011/12) 4, pp. 3-15
Persistent link: https://www.econbiz.de/10009911513