Model Risk in Financial Markets: From Financial Engineering to Risk Management

Model Risk in Financial Markets: From Financial Engineering to Risk Management
定價:6390
NT $ 6,390
  • 作者:RaduTunaru
  • 出版社:Baker & Taylor Books
  • 出版日期:2015-09-13
  • 語言:英文
  • ISBN10:9814663409
  • ISBN13:9789814663403
  • 裝訂:精裝 / 15.9 x 23.5 x 2.5 cm / 普通級
 

內容簡介

Author Radu Tunaru presents students, academics, researchers, and professionals working in a wide variety of contexts with an examination of model risk in financial markets, arguing for a shift in perspective on model innovation, implementation, and validation. The author has organized the main body of his text in fourteen chapters devoted to fundamental relationships, model risk in interest rate modeling, arbitrage theory, derivatives pricing under uncertainty, and a wide variety of other related subjects. Radu Tunaru is a faculty member of the University of Kent, UK. Annotation ©2015 Ringgold, Inc., Portland, OR (protoview.com)
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