Inicio > Term: Backtesting
Backtesting
Checking value-at-risk calculations and investment and hedge strategies against historic data. Backtesting enables the robustness of models to be tested under market conditions.
- Parte del discurso: noun
- Industria/ámbito: Banca
- Categoría: Banca de inversión
- Company: UBS
0
Creador
- Harry8L
-
(V.I.P) 574128 puntos - 100% positive feedback
(London, United Kingdom)
