Understanding and Managing Model Risk. A Practical Guide for Quants, Traders and Validators

Understanding and Managing Model Risk. A Practical Guide for Quants, Traders and Validators, Massimo  Morini аудиокнига. ISDN31222329
Understanding and Managing Model Risk. A Practical Guide for Quants, Traders and Validators

Massimo Morini

Жанр:финансовый менеджмент

Язык книги:Английский

Тип:PDF книга

Издательство:John Wiley & Sons Limited

Дата публикации:09.12.2022

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О книге: 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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