Téléchargez le livre : Understanding and Managing Model Risk

Understanding and Managing Model Risk

A Practical Guide for Quants, Traders and Validators de

Éditeur :

Wiley


Paru le : 2011-10-20

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Description
A guide to the validation and risk management of quantitative models used for pricing and hedging


Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
Pages
448 pages
Collection
n.c
Parution
2011-10-20
Marque
Wiley
EAN papier
9780470977613
EAN PDF
9781119960850
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
448
Taille du fichier
14602 Ko
Prix
91,96 €
EAN EPUB
9780470977743
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
448
Taille du fichier
8387 Ko
Prix
91,96 €

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