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Understanding and managing model risk a practical guide for quants, traders and validators
Başlık:
Understanding and managing model risk a practical guide for quants, traders and validators
Yazar:
Morini, Massimo.
ISBN:
9781119960850
Yazar Ek Girişi:
Basım Bilgisi:
1st ed.
Yayın Bilgileri:
Hoboken : Wiley, 2011.
Fiziksel Tanımlama:
xx, 428 p. : ill.
Seri:
Wiley finance series
Wiley finance series.
İçerik:
pt. 1. Theory and practice of model risk management -- pt. 2. Snakes in the grass : where model risk hides.
Özet:
"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"-- Provided by publisher.
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Yer Numarası | Demirbaş Numarası | Shelf Location | Lokasyon / Statüsü / İade Tarihi |
---|---|---|---|
HD61 .M67 2011 | 978329-1001 | Ebook Central | Arıyor... |
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