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- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Book details
Table of contents
Citations
About This Book
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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Table of contents
- Cover
- Series
- Title Page
- Copyright
- Preface
- Acknowledgements
- Part I: Theory and Practice of Model Risk Management
- Part II: Snakes in the Grass: Where Model Risk Hides
- Bibliography
- Index