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

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Hardback by Massimo Morini Short Description:

A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of... Read more

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Publisher: John Wiley & Sons Inc
Publication Date: 11/10/2011
ISBN13: 9780470977613, 978-0470977613
ISBN10: 0470977612

Number of Pages: 448

Non Fiction , Business, Finance & Law