Model risk management : risk bounds under uncertainty / Ludger R?uschendorf, Steven Vanduffel, Carole Bernard.

Livre

R?uschendorf, Ludger (1948-)

A 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.

Vérification des exemplaires disponibles ...

Se procurer le document

Vérification des exemplaires disponibles ...

Suggestions

Du même sujet

Les modes alternatifs de règlement des conflits / Loïc Cadiet,..., Thomas C...

Livre | Cadiet, Loïc (1957-....). Auteur | 2019 - 3e édition

La 4e de couverture indique : "Modes alternatifs ou amiables ? Modes de règlement ou de résolution ? Des conflits ou des litiges ? L'arbitrage en fait-il partie ? La médiation est-ce autre chose que la conciliation, ou n'en est-el...

Project management : a strategic managerial approach / Jack R. Meredith, Sc...

Livre | Meredith, Jack R. (1939-....). Auteur | 2022 - 11th edition

GMAT official guide 2022 / GMAT

Livre | 2021

La 4ème de couv. indique : "3 Ways to Study Book : Know what to expect : - Learn the exam structure by studying the verbal and quantitative review chapters. - Review common quantitative formulas and concepts using quick reference ...

Competitive advantage : creating and sustaining superior performance / Mich...

Livre | Porter, Michael E. (1947-....) - économiste. Auteur | 1985

Seeing like a firm : social justice, corporations, and the conservative ord...

Livre | N?eron, Pierre-Yves

Business corporations are political entities and need to be considered as such. 'Seeing Like a Firm' invites readers to do just that by providing a political theory of the business firm and, in doing so, offering new perspectives ...

Toyota talent : developing your people the Toyota way / Jeffrey K. Liker, D...

Livre | Liker, Jeffrey K.. Auteur | 2007

Toyota doesn't just produce cars; it produces talented people. In the international bestseller, The Toyota Way, Jeffrey Liker explained Toyota's remarkable success through a 4P model for excellence-Philosophy, People, Problem Solv...

Chargement des enrichissements...