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Understanding and Managing Model Risk A Practical Guide for Quants, Traders and Validators

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Understanding and Managing Model Risk A Practical Guide for Quants, Traders and Validators
Massimo Morini, "Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators"
English | ISBN: 0470977612 | 2011 | 448 pages | PDF | 5 MB
A guide to the validation and risk management of quantitative models used for pricing and hedging




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