Model Risk Management
Model Risk Management
Risk Bounds under Uncertainty
Contenu
"The first systematic treatment of model risk, this book provides the tools needed to quantify and assess the impact of model uncertainty. It will be essential for all those working in portfolio theory and the theory of financial and engineering risk, for practitioners in these areas, and for graduate courses on risk bounds and model uncertainty"--
Informations bibliographiques
janvier 2024, Anglais
Cambridge Academic
978-1-009-36716-5