Understanding and managing model risk : a practical guide for quants, traders and validators / / Massimo Morini.
"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...
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Superior document: | Wiley finance series |
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TeilnehmendeR: | |
Year of Publication: | 2011 |
Edition: | 1st ed. |
Language: | English |
Series: | Wiley finance series.
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Online Access: | |
Physical Description: | xx, 428 p. :; ill. |
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Table of Contents:
- pt. 1. Theory and practice of model risk management
- pt. 2. Snakes in the grass : where model risk hides.