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Understanding and managing model risk : a practical guide for quants traders and validators

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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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Availability

Detail Information

Series Title

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Call Number

658.4053 MAS u

Publisher

new delhi : John Wiley & sons, Ltd., 2011

Collation

xx, 428 hlm : ilus

Language

English

ISBN/ISSN

978-1-119-96085-0

Classification

658.4053

Content Type

text

Media Type

unmediated

Carrier Type

online resource

Edition

Ed. 1

Subject(s)

risk management
risk management-mathematical models

Specific Detail Info

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Statement of Responsibility

Massimo morini

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