Roncalli, Thierry
Handbook of financial risk management
- New York Taylor & Francis Group 2020
- xxxiii, 1142 p. ; ill. : 26 cm.
Includes bibliographical refrences and index.
Credit risk
9781138501874 (hb)
Financial risk management.--Monte carlo simulation--Statistical inference--Counterparty risk--Systemic risk--Liquidity risk--Operational risk--Stress testing --Scenario analysis--FMS
658.155 / RON