Understanding and Managing Model Risk: A Practical Guide...

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Understanding and Managing Model Risk:...

Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators (The Wiley Finance Series)

Name: Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators (The Wiley Finance Series)
ISBN: 9780470977613

Massimo Morini

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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 risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.

카테고리:

Business & Economics - Management & Leadership

년:

2011

판:

출판사:

Wiley

언어:

english

페이지:

448

ISBN 10: