Verfasst von: | Rüschendorf, Ludger [VerfasserIn] |
| Vanduffel, Steven [VerfasserIn] |
| Bernard, Carole [VerfasserIn] |
Titel: | Model risk management |
Titelzusatz: | risk bounds under uncertainty |
Verf.angabe: | Ludger Rüschendorf (University of Freiburg), Steven Vanduffel (Vrije Universiteit Brussel), Carole Bernard (Grenoble Ecole de Management) |
Verlagsort: | Cambridge, United Kingdon ; New York, NY, USA ; Port Melbourne, VIC, Australia ; New Delhi, India ; Singapore |
Verlag: | Cambridge University Press |
Jahr: | 2024 |
Umfang: | xxi, 323 Seiten |
Illustrationen: | Diagramme |
Fussnoten: | Includes bibliographical references and index |
ISBN: | 978-1-009-36716-5 |
Abstract: | "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"-- |
DOI: | doi:10.1017/9781009367189 |
URL: | DOI: https://doi.org/10.1017/9781009367189 |
Sprache: | eng |
Bibliogr. Hinweis: | Erscheint auch als : Online-Ausgabe: Rüschendorf, Ludger: Model risk management. - New York, NY : Cambridge University Press, [2023] |
RVK-Notation: | QP 360 |
K10plus-PPN: | 1856255271 |
978-1-009-36716-5
Model risk management / Rüschendorf, Ludger [VerfasserIn]; 2024
69182484