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

by Massimo Morini

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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...

Format:Hardcover

Language:English

ISBN:0470977612

ISBN13:9780470977613

Release Date:November 2011

Publisher:Wiley

Length:448 Pages

Weight:1.95 lbs.

Dimensions:1.3" x 6.9" x 9.7"

Related Subjects

Business Business & Investing

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

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