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 risks of...

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Detalhes bibliográficos

Autor principal:	Morini, Massimo
Formato:	Recurso Electrónico livro electrónico
Idioma:	inglês
Publicado em:	Hoboken : Wiley, 2011.
Edição:	1st ed.
Colecção:	Wiley finance series.
Assuntos:	Risk management. Risk management > Mathematical models. Electronic books.
Acesso em linha:	https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/186281 Ver en el OPAC
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