Understanding and Managing Model Risk - A Practical Guide for Quants, Traders and Validators(The Wiley Finance Series)

风险了解与管理模式:金融师、交易人和验证实用指南 (丛书)

货币银行学

售   价:
914.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2011年10月11日
装      帧
精装
ISBN
9780470977613
复制
页      码
448
语      种
英文
综合评分
暂无评分
我 要 买
- +
库存 50 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
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-w
馆藏图书馆
Harvard Library
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个