Model risk management : risk bounds under uncertainty

Author(s)

• Rüschendorf, Ludger
• Vanduffel, Steven
• Bernard, Carole

Bibliographic Information

Model risk management : risk bounds under uncertainty

Ludger Rüschendorf, Steven Vanduffel, Carole Bernard

Cambridge University Press, [2024] , , c2024

• : hardback

Note

Content Type: text (ncrcontent), Media Type: unmediated (ncrmedia), Carrier Type: volume (ncrcarrier)

Includes bibliographical references (p. 309-319) and index

Details

• NCID: BD10151722
• ISBN:
  • 9781009367165
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge [England]
• Pages/Volumes: xxi, 323 pages
• Size: 25 cm
• Classification:
  • LCC : HD61
  • DC23 : 658.15/52
• Subject Headings:
  • LCSH : Risk management
  • LCSH : Management
  • LCSH : Computer simulation