Model Risk: Concepts, Calibration & Pricing - Risk Books
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Model Risk: Concepts, Calibration & Pricing

By Rajna Gibson

Overview

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.

Publish date: 1 Jun 2000

Availability: In stock

£145.00
OR

Book description

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.

Book details

ISBN
9781899332892
Publish date
1 Jun 2000
Format
Hardback
Size
155mm x 235mm

Author biography

Rajna Gibson

Rajna Gibson

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