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

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

by Massimo Morini (Author)

Synopsis

? Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging.

$82.19

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 448
Publisher: John Wiley & Sons
Published: 11 Oct 2011

ISBN 10: 0470977612
ISBN 13: 9780470977613