購物比價找書網找車網
FindBook
排序:
 
 有 1 項符合

tunaru

的圖書
Model Risk In Financial Markets: From Financial Engineering To Risk Management
$ 1542
    電子書
Model Risk In Financial Markets: From Financial Engineering To Risk Management
作者:Radu Sebastian Tunaru 
出版社:World Scientific Publishing Company
出版日期:2015-06-08
語言:英文   
樂天KOBO 樂天KOBO - 會計  - 來源網頁  
圖書介紹看圖書介紹
圖書介紹 - 資料來源:樂天KOBO   評分:
圖書名稱:Model Risk in Financial Markets

The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political events. Losses caused by model risk are hard to identify and even when they are internally identified, as such, they are most likely to be classified as normal losses due to market evolution.

Model Risk in Financial Markets: From Financial Engineering to Risk Management seeks to change the current perspective on model innovation, implementation and validation. This book presents a wide perspective on model risk related to financial markets, running the gamut from financial engineering to risk management, from financial mathematics to financial statistics. It combines theory and practice, both the classical and modern concepts being introduced for financial modelling. Quantitative finance is a relatively new area of research and much has been written on various directions of research and industry applications. In this book the reader gradually learns to develop a critical view on the fundamental theories and new models being proposed.

Contents:

  • Introduction
  • Fundamental Relationships
  • Model Risk in Interest Rate Modelling
  • Arbitrage Theory
  • Derivatives Pricing Under Uncertainty
  • Portfolio Selection Under Uncertainty
  • Probability Pitfalls of Financial Calculus
  • Model Risk in Risk Measures Calculations
  • Parameter Estimation Risk
  • Computational Problems
  • Portfolio Selection Using Sharpe Ratio
  • Bayesian Calibration for Low Frequency Data
  • MCMC Estimation of Credit Risk Measures
  • Last But Not Least. Can We Avoid the Next Big Systemic Financial Crisis?
  • Notations for the Study of MLE for CIR Process

Readership: Graduate students, researchers, practitioners, senior managers in financial institutions and hedge-funds, regulators and risk managers, who are keen to understand the pitfalls of financial modelling, and also those who are looking for a career in model validation, product control and risk management functions.
Key Features:

  • Some innovative results are presented for the first time
  • Covers a wide range of models, results and applications in financial markets to demonstrate that model risk is generally spread
贊助商廣告
 
金石堂 - 今日66折
和古代學霸擊個掌:大叔可以成偶像,小混混可以成良將,學習就是最好的翻身術
作者:急腳大師
出版社:究竟出版社股份有限公司
出版日期:2023-04-01
66折: $ 224 
金石堂 - 今日66折
天防者
作者:布蘭登.山德森
出版社:奇幻基地出版事業部
出版日期:2019-06-06
66折: $ 277 
金石堂 - 今日66折
救命稻草
作者:孫元平(손원평)
出版社:寂寞出版社
出版日期:2024-04-01
66折: $ 264 
金石堂 - 今日66折
你不可不知的關於金錢的那些事:顛覆常識的金錢心理學
作者:周欣悅
出版社:如何出版社
出版日期:2023-10-01
66折: $ 238 
 
博客來 - 暢銷排行榜
戀上換裝娃娃 14 (首刷限定版)
作者:福田晋一
出版社:東立
出版日期:2025-04-07
$ 190 
Taaze 讀冊生活 - 暢銷排行榜
卡內基 人性的弱點
作者:戴爾.卡內基
出版社:海鷹文化
出版日期:2020-12-30
$ 210 
金石堂 - 暢銷排行榜
第一次的人妻體驗【改版】 無修正
作者:篠塚裕志
出版社:未來數位有限公司
出版日期:2025-03-19
$ 277 
金石堂 - 暢銷排行榜
戀上換裝娃娃 (首刷限定版) 14
作者:福田晋一
出版社:東立出版社
出版日期:2025-04-07
$ 190 
 
博客來 - 新書排行榜
哈利路亞寶貝 (4)
出版日期:2025-04-10
$ 118 
Taaze 讀冊生活 - 新書排行榜
「就在這裡!」超理科校園解謎!科學實驗中學3:傾盆流星雨下盛開的希望之樹
作者:Dr.貝爾
出版社:鷹出版
出版日期:2025-04-01
$ 266 
金石堂 - 新書排行榜
想談戀愛的話不能選我嗎?(全)
作者:黄色乃ねこ
出版社:青文出版社股份有限公司
出版日期:2025-04-10
$ 111 
Taaze 讀冊生活 - 新書排行榜
京阪神地圖隨身GO 2025-2026
作者:蘇郁茜、墨刻編輯部
出版社:墨刻
出版日期:2025-03-06
$ 266 
 

©2025 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策