Isbn: 9780470977613 - understanding and managing model risk: a practical guide for quants, traders and validators (the wiley finance series) (8 Ergebnisse)

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. In English.

Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Zustand: New. pp. 448.

Zustand: New. 2011. 1st Edition. Hardcover. ? Understanding and Managing Model Risk is a guide to the validation and risk management of quantitative models used for pricing and hedging. Series: Wiley Finance Series. Num Pages: 448 pages, Illustrations. BIC Classification: KFF; PBT; PBWH. Category: (P) Professional & Vocational. Dimension: 249 x 175 x 31. Weight in Grams: 900. . . . . . Books ship from the US and Ireland. …

Gebunden. Zustand: New. Massimo Morini is Head of Credit Models and Coordinator of Model Research at IMI Bank of Intesa San Paolo. He has spent the last ten years inventing new models, implementing them, and helping practitioners in using them for buying, selling, and hedging deri.

Buch. Zustand: Neu. Neuware - A guide to the validation and risk management of quantitative models used for pricing and hedgingWhereas 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.…

Hardcover. Zustand: Brand New. 1st edition. 448 pages. 10.00x7.00x1.50 inches. In Stock.