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Found 1 from your keywords: author=Massimo morini
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Understanding and managing model risk : a practical guide for quants traders …
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Massimo morini

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 e…

Edition
Ed. 1
ISBN/ISSN
978-1-119-96085-0
Collation
xx, 428 hlm : ilus
Series Title
-
Call Number
658.4053 MAS u