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...
Main Author: | Morini, Massimo |
---|---|
Format: | eBook |
Language: | English |
Published: |
Chichester, West Sussex :
Wiley,
2011.
|
Series: | Wiley finance series.
|
Subjects: | |
Online Access: | Full Text via HEAL-Link |
Similar Items
-
COSO enterprise risk management : establishing effective governance, risk, and compliance processes /
by: Moeller, Robert R.
Published: (2011) -
Risk management in trading : techniques to drive profitability of hedge funds and trading desks /
by: Edwards, Davis W.
Published: (2014) -
Essential mathematics for market risk management /
by: Hubbert, Simon
Published: (2012) -
Enterprise risk management best practices : from assessment to ongoing compliance /
by: Marchetti, Anne M., 1963-
Published: (2012) -
Corporate value of enterprise risk management : the next step in business management /
by: Segal, Sim, 1964-
Published: (2011)