Model risk in financial markets: from financial engineering to risk management
Auteur :
Tunaru, Radu Sebastian
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814663403
Date de publication :
24 juil. 2015
Langue :
Anglais
Pays d'origine :
Singapour
The financial systems in most developed countries today build up a large amount of model risk on a daily basis.