Model Risk in Financial Markets
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Book Overview The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not part...
The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political events. Losses caused by model risk are hard to identify and even when they are internally identified, as such, they are most likely to be classified as normal losses due to market evolution.
Model Risk in Financial Markets: From Financial Engineering to Risk Management seeks to change the current perspective on model innovation, implementation and validation. This book presents a wide perspective on model risk related to financial markets, running the gamut from financial engineering to risk management, from financial mathematics to financial statistics. It combines theory and practice, both the classical and modern concepts being introduced for financial modelling. Quantitative finance is a relatively new area of research and much has been written on various directions of research and industry applications. In this book the reader gradually learns to develop a critical view on the fundamental theories and new models being proposed.
Book Details Format: Hardcover | Pages: 353 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9814663409
FormatHardcover
Pages353
LanguageEnglish
ISBN9814663409
EAN9789814663403
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.41 Pounds
Length9.1 Inches
Width6.1 Inches
Height1.0 Inches
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