A guide to the validation and risk management of quantitative
models used for pricing and hedging
Whereas the majority of quantitative finance books focus on
mathematics and risk management books focus on regulatory aspects,
this book addresses the elements missed by this literature--the
risks of the models themselves. This book starts from regulatory
issues, but translates them into practical suggestions to reduce
the likelihood of model losses, basing model risk and validation on
market experience and on a wide range of real-world examples, with
a high level of detail and precise operative indications.
General
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