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