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Understanding and Managing Model Risk

- A Practical Guide for Quants, Traders and Validators

About Understanding and Managing Model Risk

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

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  • Language:
  • English
  • ISBN:
  • 9780470977613
  • Binding:
  • Hardback
  • Pages:
  • 448
  • Published:
  • October 10, 2011
  • Dimensions:
  • 175x249x31 mm.
  • Weight:
  • 896 g.
Delivery: 2-4 weeks
Expected delivery: November 29, 2024

Description of Understanding and Managing Model Risk

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

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