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Understanding and managing model risk a practical guide for quants, traders and validators /

"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 risk...

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Podrobná bibliografie
Hlavní autor:	Morini, Massimo
Korporativní autor:	ebrary, Inc
Médium:	Elektronický zdroj E-kniha
Jazyk:	angličtina
Vydáno:	Hoboken : Wiley, 2011.
Vydání:	1st ed.
Edice:	Wiley finance series.
Témata:	Risk management. Risk management > Mathematical models. Electronic books.
On-line přístup:	An electronic book accessible through the World Wide Web; click to view
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

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