Name: A First Course in Model Validation and Model Risk Management (en Inglés)
SKU: 66883604
Price: 110.81 USD
Availability: InStock
Author: Chandrakant Maheshwari;Martin Goldberg;Jonathan Schachter
ISBN: 9780443337468

portada A First Course in Model Validation and Model Risk Management (en Inglés)

A First Course in Model Validation and Model Risk Management (en Inglés)

Formato

Libro Físico

Editorial

Academic Press Inc

Autor

Chandrakant Maheshwari;Martin Goldberg;Jonathan Schachter

Año

2026

Idioma

Inglés

N° páginas

400

Encuadernación

Tapa Blanda

Dimensiones

23.5x19.1 cm

ISBN13

9780443337468

A First Course in Model Validation and Model Risk Management (en Inglés)

Chandrakant Maheshwari;Martin Goldberg;Jonathan Schachter (Autor) · Academic Press Inc · Tapa Blanda

Libro Nuevo Importado

Envío: 16 a 23 días háb.

$ 221.63$ 110.81

-50%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan 2 unidades

$ 110.81

Llega entre el 08 Sep y el 21 Sep a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "A First Course in Model Validation and Model Risk Management (en Inglés)"

A First Course in Model Validation and Model Risk Management offers robust coverage for current and future financial engineers. Useful as part of a masters program, for self-study, or as a valuable reference, the textbook explains in step-by-step, practical terms how mathematical models owned by financial institutions are essential to their public activities, including sales, trading, risk management, and internal audits. Like a diverse fleet of cars maintained by a rental car location, a bank must make sure customers can "drive" any of its models for a specific financial product. The book covers both pricing and risk models. Chapters consider modeling basics, marked-to-market and marked-to-model asset classes, market risk, credit risk, portfolio risk, operational risk, capital model risk, and financial crime, along with machine learning/AI. To support course use and practical applications, the text provides examples in Python throughout, as well as an appendix containing homework problems for all chapters, further supported by an ftp site for data and sample code. Additional appendices cover global model risk management, and a refresher in statistics.