Understanding and Managing Model Risk

Download or Read eBook Understanding and Managing Model Risk PDF written by Massimo Morini and published by John Wiley & Sons. This book was released on 2011-10-20 with total page 452 pages. Available in PDF, EPUB and Kindle.
Understanding and Managing Model Risk
Author :
Publisher : John Wiley & Sons
Total Pages : 452
Release :
ISBN-10 : 9780470977743
ISBN-13 : 0470977744
Rating : 4/5 (43 Downloads)

Book Synopsis Understanding and Managing Model Risk by : Massimo Morini

Book excerpt: 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.


Understanding and Managing Model Risk Related Books

Understanding and Managing Model Risk
Language: en
Pages: 452
Authors: Massimo Morini
Categories: Business & Economics
Type: BOOK - Published: 2011-10-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

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 ma
Managing Model Risk
Language: en
Pages: 283
Authors: Bart Baesens
Categories:
Type: BOOK - Published: 2021-06-30 - Publisher:

DOWNLOAD EBOOK

Get up to speed on identifying and tackling model risk! Managing Model Risk provides data science practitioners, business professionals and analytics managers w
Model Risk Management with SAS
Language: en
Pages: 121
Authors: SAS
Categories: Computers
Type: BOOK - Published: 2020-06-29 - Publisher: SAS Institute

DOWNLOAD EBOOK

Cut through the complexity of model risk management with a guide to solutions from SAS! There is an increasing demand for more model governance and model risk a
Risk Modeling, Assessment, and Management
Language: en
Pages: 810
Authors: Yacov Y. Haimes
Categories: Technology & Engineering
Type: BOOK - Published: 2011-09-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Managem
Model Risk
Language: en
Pages: 500
Authors: Harald Scheule
Categories: Credit
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

The book aims to provide solutions on how to include model risk into existing risk measurement frameworks. It also aims to provide solutions on how to build mod