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...
Gardado en:
| Autor Principal: | |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Hoboken :
Wiley,
2011.
|
| Edición: | 1st ed. |
| Series: | Wiley finance series.
|
| Materias: | |
| Acceso en liña: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/186281 Ver en el OPAC |
| Etiquetas: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
Tabla de Contenidos:
- pt. 1. Theory and practice of model risk management
- pt. 2. Snakes in the grass : where model risk hides.