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Model Risk in Financial Markets: From Financial Engineering to Risk Management
Model Risk in Financial Markets From Financial Engineering to Risk Management
Author: Radu Tunaru
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 iden...  more »
ISBN-13: 9789814663403
ISBN-10: 9814663409
Publication Date: 7/24/2015
Pages: 384
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Publisher: World Scientific Publishing Company
Book Type: Hardcover
Members Wishing: 0
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