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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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Bibliographic Details
Main Author: Morini, Massimo
Corporate Author: ebrary, Inc
Format: Electronic eBook
Language:English
Published: Hoboken : Wiley, 2011.
Edition:1st ed.
Series:Wiley finance series.
Subjects:
Risk management.
Risk management > Mathematical models.
Electronic books.
Online Access:An electronic book accessible through the World Wide Web; click to view
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