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£89.91

About as cheap as it gets — within 5% of the all-time low it hit 3 months ago.

£90 today · all-time low £87 (Jul 2026) · usually the usual

Cambridge University Press Model Risk Management: Risk Bounds under Uncertainty

Name: Model Risk Management: Risk Bounds under Uncertainty
Brand: Cambridge University Press
Price: 89.91 GBP
Availability: InStock

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Most common price: £87 (11 days, 42.3%)

Price range: £87 - £91

Price levels: 3 different prices over 26 days

Description

This book provides the first systematic treatment of model risk, outlining the tools needed to quantify model uncertainty, to study its effects, and, in particular, to determine the best upper and lower risk bounds for various risk aggregation functionals of interest. Drawing on both numerical and analytical examples, this is a thorough reference work for actuaries, risk managers, and regulators. Supervisory authorities can use the methods discussed to challenge the models used by banks and insurers, and banks and insurers can use them to prioritize the activities on model development, identifying which ones require more attention than others. In sum, it is essential reading for all those working in portfolio theory and the theory of financial and engineering risk, as well as for practitioners in these areas. It can also be used as a textbook for graduate courses on risk bounds and model uncertainty.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 1009367161
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Modelling
Domain: Amazon UK
Release Date: 25 January 2024
Listed Since: 11 July 2023

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About as cheap as it gets — within 5% of the all-time low it hit 3 months ago.

Cambridge University Press Model Risk Management: Risk Bounds under Uncertainty

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About as cheap as it gets — within 5% of the all-time low it hit 3 months ago.

Cambridge University Press Model Risk Management: Risk Bounds under Uncertainty

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

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