Bayesian Risk Management
A Guide to Model Risk and Sequential Learning in Financial Markets
A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur.
Specificaties
| ISBN/EAN | 9781118708606 |
| Auteur | Sekerke, Matt |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 240 |
| Lengte | |
| Breedte |