Understanding and managing model risk a practical guide for quants, traders and validators /
"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 risk...
Saved in:
| Main Author: | Morini, Massimo |
|---|---|
| Corporate Author: | ProQuest (Firm) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken :
Wiley,
2011.
|
| Edition: | 1st ed. |
| Series: | Wiley finance series.
|
| Subjects: | |
| Online Access: | Click to View |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Practical spreadsheet risk modeling for management
by: Lehman, Dale E.
Published: (2011)
by: Lehman, Dale E.
Published: (2011)
The analytics of risk model validation
Published: (2008)
Published: (2008)
Mathematics and statistics for financial risk management /
by: Miller, Michael B. (Michael Bernard), 1973-
Published: (2013)
by: Miller, Michael B. (Michael Bernard), 1973-
Published: (2013)
The validation of risk models : a handbook for practitioners /
by: Scandizzo, Sergio
Published: (2016)
by: Scandizzo, Sergio
Published: (2016)
Algorithms for worst-case design and applications to risk management
by: Rustem, Berc
Published: (2002)
by: Rustem, Berc
Published: (2002)
Modeling risk applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques /
by: Mun, Johnathan
Published: (2010)
by: Mun, Johnathan
Published: (2010)
Essential mathematics for market risk management
by: Hubbert, Simon
Published: (2012)
by: Hubbert, Simon
Published: (2012)
Stochastic risk analysis and management /
by: Harlamov, Boris
Published: (2017)
by: Harlamov, Boris
Published: (2017)
Statistical modeling in finance conference 2006
Published: (2006)
Published: (2006)
Financial risk management: models, history, and institution models, history, and institution /
by: Malz, Allan M.
Published: (2011)
by: Malz, Allan M.
Published: (2011)
Risk analysis assessing uncertainties beyond expected values and probabilities /
by: Aven, T. (Terje)
Published: (2008)
by: Aven, T. (Terje)
Published: (2008)
Operational risk management
Published: (2013)
Published: (2013)
Econometric modeling of value-at-risk
by: Angelidis, Timotheos
Published: (2009)
by: Angelidis, Timotheos
Published: (2009)
The fundamental rules of risk management /
by: Lewis, Nigel Da Costa
Published: (2012)
by: Lewis, Nigel Da Costa
Published: (2012)
Operational risk management /
by: Pinto, C. Ariel, et al.
Published: (2015)
by: Pinto, C. Ariel, et al.
Published: (2015)
The known, the unknown, and the unknowable in financial risk management measurement and theory advancing practice /
Published: (2010)
Published: (2010)
Enterprise security risk management : concepts and applilcations /
by: Allen, Brian J., et al.
Published: (2018)
by: Allen, Brian J., et al.
Published: (2018)
The AMA handbook of financial risk management
by: Hampton, John J., 1942-
Published: (2011)
by: Hampton, John J., 1942-
Published: (2011)
Strategic risk management : a practical guide to portfolio risk management /
by: Iverson, Dave
Published: (2013)
by: Iverson, Dave
Published: (2013)
Advances in heavy tailed risk modeling : a handbook of operational risk /
by: Peters, Gareth W., 1978-, et al.
Published: (2015)
by: Peters, Gareth W., 1978-, et al.
Published: (2015)
Business risk management : models and analysis /
by: Anderson, E. J. (Edward J.)
Published: (2014)
by: Anderson, E. J. (Edward J.)
Published: (2014)
Risk management
Published: (2006)
Published: (2006)
Operational risk management a case study approach to effective planning and response /
by: Abkowitz, Mark David
Published: (2008)
by: Abkowitz, Mark David
Published: (2008)
Risk management /
by: Wolke, Thomas
Published: (2017)
by: Wolke, Thomas
Published: (2017)
Managing and measuring risk emerging global standards and regulation after the financial crisis /
Published: (2013)
Published: (2013)
The project risk maturity model measuring and improving risk management capability /
by: Hopkinson, Martin
Published: (2010)
by: Hopkinson, Martin
Published: (2010)
Winning with risk management
by: Walker, Russell, 1972-
Published: (2013)
by: Walker, Russell, 1972-
Published: (2013)
Knowledge in risk assessment and management /
Published: (2018)
Published: (2018)
A risk professional's survival guide : applied best practices in risk management /
by: Rossi, Clifford
Published: (2014)
by: Rossi, Clifford
Published: (2014)
Financial risk management a practitioner's guide to managing market and credit risk /
by: Allen, Steven, 1945-
Published: (2013)
by: Allen, Steven, 1945-
Published: (2013)
Managing group risk attitude
by: Murray-Webster, Ruth
Published: (2008)
by: Murray-Webster, Ruth
Published: (2008)
Quantitative financial risk management : theory and practice /
by: Zopounidis, Constantin, et al.
Published: (2015)
by: Zopounidis, Constantin, et al.
Published: (2015)
Essentials of financial risk management : practical concepts for the general manager /
by: Nason, Rick, et al.
Published: (2018)
by: Nason, Rick, et al.
Published: (2018)
Enterprise risk management best practices from assessment to ongoing compliance /
by: Marchetti, Anne M., 1963-
Published: (2012)
by: Marchetti, Anne M., 1963-
Published: (2012)
Rethinking risk management : critically examining old ideas and new concepts /
by: Nason, Rick
Published: (2017)
by: Nason, Rick
Published: (2017)
Corporate risk management : theories and applications /
by: Dionne, Georges
Published: (2019)
by: Dionne, Georges
Published: (2019)
Project manager's spotlight on risk management
by: Heldman, Kim
Published: (2005)
by: Heldman, Kim
Published: (2005)
Business risk and simulation modelling in practice : using Excel, VBA and @RISK /
by: Rees, Michael, 1964-
Published: (2015)
by: Rees, Michael, 1964-
Published: (2015)
Enterprise risk management : a common framework for the entire organization /
by: Green, Philip E. J.
Published: (2016)
by: Green, Philip E. J.
Published: (2016)
Enterprise risk management : from incentives to controls /
by: Lam, James
Published: (2014)
by: Lam, James
Published: (2014)
Similar Items
-
Practical spreadsheet risk modeling for management
by: Lehman, Dale E.
Published: (2011) -
The analytics of risk model validation
Published: (2008) -
Mathematics and statistics for financial risk management /
by: Miller, Michael B. (Michael Bernard), 1973-
Published: (2013) -
The validation of risk models : a handbook for practitioners /
by: Scandizzo, Sergio
Published: (2016) -
Algorithms for worst-case design and applications to risk management
by: Rustem, Berc
Published: (2002)
