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Model Risk

Model Risk Concepts, Calibration and Pricing

Hardback (17 May 2000)

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Publisher's Synopsis

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.

Book information

ISBN: 9781899332892
Publisher: Risk
Imprint: Risk
Pub date:
DEWEY: 332.645
DEWEY edition: 21
Number of pages: 280
Weight: 1406g
Height: 306mm
Width: 218mm
Spine width: 26mm