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Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators - The Wiley Finance Series Morini, Massimo (IMI Bank)
Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators - The Wiley Finance Series
Morini, Massimo (IMI Bank)
? Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging.
448 pages, Illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 7 de noviembre de 2011 |
| ISBN13 | 9780470977613 |
| Editores | John Wiley & Sons Inc |
| Páginas | 448 |
| Dimensiones | 175 × 249 × 31 mm · 907 g |
| Lengua | Inglés |