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...
Sábháilte in:
| Príomhchruthaitheoir: | |
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| Údar corparáideach: | |
| Formáid: | Leictreonach Ríomhleabhar |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
Hoboken :
Wiley,
2011.
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| Eagrán: | 1st ed. |
| Sraith: | Wiley finance series.
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| Ábhair: | |
| Rochtain ar líne: | An electronic book accessible through the World Wide Web; click to view |
| Clibeanna: |
Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
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Clár na nÁbhar:
- pt. 1. Theory and practice of model risk management
- pt. 2. Snakes in the grass : where model risk hides.