Understanding and managing model risk [electronic resource] : a practical guide for quants, traders and validators / Massimo Morini.
"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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| Online Access: |
Full Text (via Wiley) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2011.
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| Subjects: |
Internet
Full Text (via Wiley)Online
| Call Number: |
HD61 .M67 2011eb
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| HD61 .M67 2011eb | Available |