The risk modeling evaluation handbook : rethinking financial risk management methodologies in the global capital markets /
Gregoriou, Greg N.,
The risk modeling evaluation handbook : rethinking financial risk management methodologies in the global capital markets / Gregoriou Greg N., Christian Hoppe, Carsten S. Wehn, editores - New York : Mc Graw-Hill, ©2010 - xv, 491 páginas : gráficos a blanco y negro ; 23 cm. - Finance & investing .
Bibliografía al final de cada capítulo.
Introduction to model risk -- Model risk related to equity and fixed income investments -- Model risk related to credit and credit derivatives investments -- Model risk related to valuation models
If we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure. In The Risk Modeling Evaluation Handbo
9780071663700
Gestión de riesgos
Análisis de inversiones
Inversiones
658.55 / / G821r
The risk modeling evaluation handbook : rethinking financial risk management methodologies in the global capital markets / Gregoriou Greg N., Christian Hoppe, Carsten S. Wehn, editores - New York : Mc Graw-Hill, ©2010 - xv, 491 páginas : gráficos a blanco y negro ; 23 cm. - Finance & investing .
Bibliografía al final de cada capítulo.
Introduction to model risk -- Model risk related to equity and fixed income investments -- Model risk related to credit and credit derivatives investments -- Model risk related to valuation models
If we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure. In The Risk Modeling Evaluation Handbo
9780071663700
Gestión de riesgos
Análisis de inversiones
Inversiones
658.55 / / G821r
