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...
Κύριος συγγραφέας: | Morini, Massimo |
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Μορφή: | Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Chichester, West Sussex :
Wiley,
2011.
|
Σειρά: | Wiley finance series.
|
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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