Screen LibraryModel risk management : risk bounds under uncertainty /
"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 g...
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| Main Authors: | |
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| Group Author: | ; |
| Published: |
Cambridge University Press,
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| Publisher Address: | New York, NY : |
| Publication Dates: | 2024. |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Summary: |
"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"-- |
| Carrier Form: | xxi, 323 pages : illustrations ; 25 cm |
| Bibliography: | Includes bibliographical references (pages [309]-319) and index. |
| ISBN: |
9781009367165 1009367161 |
| Index Number: | HD61 |
| CLC: | F272.35 |
| Call Number: | F272.35/R951 |