Model Risk: Concepts, Calibration and Pricing (Hardback)Rajna Gibson (editor)
Hardback 280 Pages / Published: 17/05/2000
- Not available
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. It also covers the testing of models, what should be tested and what the parameters should be, with core contributions selected and introduced by Professor Rajna Gibson.
Publisher: Risk Books
Number of pages: 280
Dimensions: 297 x 210 mm
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