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 risk...

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Bibliographic Details

Main Author:	Morini, Massimo
Format:	eBook
Language:	English
Published:	Chichester, West Sussex : Wiley, 2011.
Series:	Wiley Online Library. Wiley finance series.
Subjects:	Risk management > Mathematical models. Risk management. BUSINESS & ECONOMICS / Finance. BUSINESS & ECONOMICS / Investments & Securities / General. Electronic books.
Online Access:	Connect to the full text of this electronic book