Download the fantastic book titled Understanding and Managing Model Risk written by Massimo Morini, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Understanding and Managing Model Risk", which was released on 20 October 2011. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Business & Economics genre.
Summary of Understanding and Managing Model Risk by Massimo Morini PDF
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.
Detail About Understanding and Managing Model Risk PDF
- Author : Massimo Morini
- Publisher : John Wiley & Sons
- Genre : Business & Economics
- Total Pages : 452 pages
- ISBN : 0470977744
- Release Date : 20 October 2011
- PDF File Size : 47,5 Mb
- Language : English
- Rating : 4/5 from 21 reviews
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