Free Delivery Over $100
|
|
|||
|
||||
OverviewFull Product DetailsAuthor: George A. Christodoulakis (Advisor to the Governor of the Bank of Greece and Assistant Professor of Finance, Manchester Business School, U.K.) , Stephen Satchell (Reader in Financial Econometrics, Trinity College, Cambridge, UK)Publisher: Elsevier Science & Technology Imprint: Academic Press Inc.(London) Ltd Dimensions: Width: 16.50cm , Height: 1.40cm , Length: 23.40cm Weight: 0.500kg ISBN: 9780750681582ISBN 10: 0750681586 Pages: 216 Publication Date: 17 October 2007 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsContents Chapter 1 Determinants of small business default, Sumit Agarwal, Souphala Chomsisengphet and Chunlin Liu Chapter 2 Validation of stress testing models, Jospeh L. Breeden Chapter 3 The validity of credit risk model validation methods, George Christodoulakis and Stephen Satchell Chapter 4 A moment-based procedure for evaluating risk forecasting models, Kevin Dowd Chpater 5 Measuring concentration risk in credit portfolios, Klaus Duellmann Chapter 6 A simple method for regulators to cross-check operational risk loss models for banks, Wayne Holland and ManMohan S. Sodhi Chapter 7 Of the credibility of mapping and bencmarking credit risk estimates for internal rating systems, Vichett Oung Chapter 8 Analytic models of the ROC curve: Applications to credit rating model validation, Stephen Satchell and Wei Xia Chapter 9 The validation of the equity portfolio risk models, Stephen Satchell Chapter 10 Dynamic risk analysis and risk model evaluation, Gunter Schwarz and Christoph Kessler Chapter 11 Validation of internal rating systems and PD esitmates, Dirk Tasche IndexReviewsAuthor InformationStephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk. Tab Content 6Author Website:Countries AvailableAll regions |
||||
