Model Risk (BOK)

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A comprehensive compilation on the concept of model risk and the potential pitfalls associated with modelling financial risks, this book provides an assessment of various models, examining the weaknesses and provides methods to mitigate potential model failures and deficiencies. It also covers the testing of models, what should be tested and what the parameters should be, with core contributions selected and introduced by Professor Rajna Gibson.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2000 Forfatter
Forlag
Risk Books
ISBN 9781899332892
Antall sider 280 Dimensjoner 21,7cm x 30cm x 2,7cm
Vekt 1409 gram Leverandør Bertram Trading Ltd
Andre medvirkende Rajna Gibson Emner og form Finance, Applied mathematics