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1

Model risk and financial derivatives.

Chapter

LHABITANT François-Serge

2007

191-212

Contents : 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

Language : English

Figure(s) : Graphique(s)

Location : Nice Library

Material : Paper

Owner : Bibliothèque

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