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...
保存先:
| 第一著者: | |
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| 団体著者: | |
| フォーマット: | 電子媒体 eBook |
| 言語: | 英語 |
| 出版事項: |
Hoboken :
Wiley,
2011.
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| 版: | 1st ed. |
| シリーズ: | Wiley finance series.
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| 主題: | |
| オンライン･アクセス: | An electronic book accessible through the World Wide Web; click to view |
| タグ: |
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目次:
- pt. 1. Theory and practice of model risk management
- pt. 2. Snakes in the grass : where model risk hides.