Tasche, Dirk,
Validation techniques II discriminatory power and calibration / [electronic resource] : Dirk Tasche. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (40 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Validation principles -- Predictive ability, discriminatory power and PD calibration -- Cumulative accuracy profile (CAP) -- Accuracy ratio (AR) -- Receiver Operating Characteristic -- Kolmogorov-Smirnov statistic -- Conditional and unconditional tests -- Binomial test -- Hosmer-Lemeshow test -- Spiegelhalter test -- Normal test.
Access restricted to subscribers.
Mode of access: World Wide Web.
1221 Henry Stewart Talks
Financial risk management.
Validation techniques II discriminatory power and calibration / [electronic resource] : Dirk Tasche. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (40 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Validation principles -- Predictive ability, discriminatory power and PD calibration -- Cumulative accuracy profile (CAP) -- Accuracy ratio (AR) -- Receiver Operating Characteristic -- Kolmogorov-Smirnov statistic -- Conditional and unconditional tests -- Binomial test -- Hosmer-Lemeshow test -- Spiegelhalter test -- Normal test.
Access restricted to subscribers.
Mode of access: World Wide Web.
1221 Henry Stewart Talks
Financial risk management.