Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators (The Wiley Finance Series) - Image 1

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

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

Insurance

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

Product type: ABIS BOOK

Brand: Wiley

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470977612
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Insurance
Domain: Amazon UK
Release Date: 11 October 2011
Listed Since: 23 July 2010

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

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