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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| Главный автор: | |
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| Соавтор: | |
| Формат: | Электронный ресурс eКнига |
| Язык: | английский |
| Опубликовано: |
Hoboken :
Wiley,
2011.
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| Редактирование: | 1st ed. |
| Серии: | Wiley finance series.
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| Предметы: | |
| Online-ссылка: | An electronic book accessible through the World Wide Web; click to view |
| Метки: |
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Оглавление:
- pt. 1. Theory and practice of model risk management
- pt. 2. Snakes in the grass : where model risk hides.