"Sinopsis" puede pertenecer a otra edición de este libro.
Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators brings together a wide range of detailed real world examples, quantitative analysis and regulatory issues. It investigates the interaction between mathematics and the reality of markets, including the explanation of model errors and misunderstandings, providing readers with the operative indications and practical insight to help mitigate the likelihood of model losses.
Taking an operative as opposed to a bureaucratic approach to model validation, the book:
Understanding and Managing Model Risk offers an in-depth understanding of the financial implications of mathematical assumptions, and provides the right tools to identify, quantify and manage the risks inherent in the use of quantitative models.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Descripción Condición: New. 2011. 1st Edition. Hardcover. ? Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging. Series: Wiley Finance Series. Num Pages: 448 pages, Illustrations. BIC Classification: KFF; PBT; PBWH. Category: (P) Professional & Vocational. Dimension: 249 x 175 x 31. Weight in Grams: 900. . . . . . Nº de ref. del artículo: V9780470977613