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...
| Main Author: | Morini, Massimo |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2011.
|
| Series: | Wiley Online Library.
Wiley finance series. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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