Understanding and managing model risk :
Morini, Massimo.
Understanding and managing model risk : a practical guide for quants, traders and validators / Massimo Morini. - 1st ed. - Chichester, West Sussex : John Wiley, 2011. - xx, 428 p. : ill. ; 25 cm. - Wiley finance series. . - Wiley finance series. .
Includes bibliographical references and index. Includes bibliographical references (p. [409]-415) and index.
9780470977613 (hbk.) 9781119960850 (ebk.) 9780470977743 (ebk.) 9780470977750 (ebk.)
Risk management.
Risk management--Mathematical models.
332.645 / MOR 2011
Understanding and managing model risk : a practical guide for quants, traders and validators / Massimo Morini. - 1st ed. - Chichester, West Sussex : John Wiley, 2011. - xx, 428 p. : ill. ; 25 cm. - Wiley finance series. . - Wiley finance series. .
Includes bibliographical references and index. Includes bibliographical references (p. [409]-415) and index.
9780470977613 (hbk.) 9781119960850 (ebk.) 9780470977743 (ebk.) 9780470977750 (ebk.)
Risk management.
Risk management--Mathematical models.
332.645 / MOR 2011