Sommaire : Introduction
From mathematical theory to financial practise
An illustration of model risk
The role of models for derivatives
The model-building process and model risk-creation
What if the model is wrong ? a case study
Eleven rules for managing model risk
Conclusion

Langue : Anglais

Illustration(s) : Graphique(s)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Propriétaire : Bibliothèque