Model Risk: Concepts, Calibration and Pricing

by Rajna Gibson

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1899332898
• ISBN13: 9781899332892
• Release Date: May 2000
• Publisher: Risk Publications
• Length: 280 Pages