Market consistency : model calibration in imperfect markets /
Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines. Building on the auth...
| Main Author: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, U.K. :
Wiley,
©2009.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines. Building on the author's experience as a practitioner, writer and speaker on the topic, the book explores how risk management and related disciplines might develop as fair valuation principles become more entrenched in finance and regulatory practice. This is the only text that clearly illustrates how to calibrate risk. |
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| Physical Description: | 1 online resource (xxv, 350 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781119207184 1119207185 9780470682791 0470682795 |