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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...

Disgrifiad llawn

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awdur:	Morini, Massimo
Awdur Corfforaethol:	ebrary, Inc
Fformat:	Electronig eLyfr
Iaith:	Saesneg
Cyhoeddwyd:	Hoboken : Wiley, 2011.
Rhifyn:	1st ed.
Cyfres:	Wiley finance series.
Pynciau:	Risk management. Risk management > Mathematical models. Electronic books.
Mynediad Ar-lein:	An electronic book accessible through the World Wide Web; click to view
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

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