Business & Economics Books:

Internal Modelling and Cad II

Qualifying and Quantifying Risk within a Financial Institution
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$106.00
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Description

Provides an authoritative executive report on internal modelling and CAD II, with an overview of VAR methodologies and extreme value theory. An analysis is presented for CAD II guidelines for back testing.
Release date NZ
April 30th, 1999
Audience
  • Professional & Vocational
Illustrations
tabs.ch.
Pages
120
ISBN-13
9781899332298
Product ID
12705213

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