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Publicado por John Wiley and Sons Inc, US, 2011
ISBN 10: 0470977612 ISBN 13: 9780470977613
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Añadir al carritoHardback. Condición: New. 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 the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
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Añadir al carritoCondición: 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. . . . . .
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Añadir al carritoCondición: 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. . . . . . Books ship from the US and Ireland.
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Añadir al carritoGebunden. Condición: New. Massimo Morini is Head of Credit Models and Coordinator of Model Research at IMI Bank of Intesa San Paolo. He has spent the last ten years inventing new models, implementing them, and helping practitioners in using them for buying, selling, and hedging deri.
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Añadir al carritoHardcover. Condición: Brand New. 1st edition. 448 pages. 10.00x7.00x1.50 inches. In Stock.
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Publicado por John Wiley and Sons Inc, US, 2011
ISBN 10: 0470977612 ISBN 13: 9780470977613
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Añadir al carritoHardback. Condición: New. 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 the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
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Añadir al carritoBuch. Condición: Neu. Neuware - A guide to the validation and risk management of quantitative models used for pricing and hedgingWhereas 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 the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.
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Añadir al carritoHardcover. Condición: Brand New. 1st edition. 448 pages. 10.00x7.00x1.50 inches. In Stock. This item is printed on demand.
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Publicado por John Wiley & Sons Inc, New York, 2011
ISBN 10: 0470977612 ISBN 13: 9780470977613
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Añadir al carritoHardcover. Condición: new. Hardcover. 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 the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications. ? Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.