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[ UNDERSTANDING AND MANAGING MODEL RISK A PRACTICAL GUIDE FOR QUANTS, TRADERS AND VALIDATORS BY MORINI, MASSIMO](AUTHOR)HARDBACK
von Massimo Morini, John Wiley and Sons Ltd, 2011, Gebundene Ausgabe
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Damiano Brigo, Aurelien Alfonsi, Massimo Morini, Andrea Pallavicini, Roberto Torresetti. Series: The Wiley Finance Series ... Imprint: John Wiley & Sons.
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Massimo Morini is the author of Understanding and Managing Model Risk (3.25 avg rating, 4 ratings, 0 reviews, published 2011), Interest Rate Modelling af...
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The books content is focused on rigorous and advancedquantitative methods for the pricing and hedging of counterpartycredit and funding risk. The new general...
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Understanding and Managing Model Risk: A Practical Guide for Quants,...
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A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on...
Interest Rate Models - Theory and Practice: With Smile, Inflation and...
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... and counterparty risk with Damiano); Special mention is due to Massimo Morini, Damiano's PhD student in Milan, who almost learned the first edition by heart.
XVA: Credit, Funding and Capital Valuation Adjustments - Andrew Green...
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Massimo Morini (2012) argues that it makes sense for a lender to charge funding costs as it will be left with a carry loss in the event it does not default itself, even ...
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Understanding and Managing Model Risk von Massimo Morini ...www.lehmanns.de › ... › Mathematik › Angewandte Mathematik
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Massimo Morini (Autor). Buch | Hardcover Seiten John Wiley & Sons Inc (Verlag) (ISBN). 77,47 € inkl. MwSt. in den Warenkorb.
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Understanding and Managing Model Risk: A Practical Guide for Quants, Traders.. . Massimo Morini. Published by John Wiley & Sons Inc, United States,
Understanding and Managing Model Risk (eBook, ePUB) von Massimo...
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A guide to the validation and risk management of quantitativemodels used for pricing and hedging Whereas the majority of quantitative finance books focus...
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Preview and download books by Massimo Morini, including Counterparty Credit Risk, Collateral and Funding, Understanding and Managing Model Risk and many more.
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Massimo Morini and “I Buio Pesto” It was my dear friend Luke, who was also the father of a beautiful baby, mechanic by profession but ardently fans Arachnes by ...
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Vorgemerkt. Öffentliches Bücherregal Öffentlich Bewertung von ...
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Counterparty Credit ...
Damiano Brigo, Massimo Morini, Andrea Pallavicini
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Commodities: Markets, Performance, and Strategies provides a comprehensive view of commodity markets by describing and analyzing historical commodity...
: Understanding and Managing Model Risk: A Practical...
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Bewertung 3,0 (3) · Massimo Morini. Published by John Wiley and#38; Sons (2011). ISBN 10: ISBN 13: New Quantity available: 8. Bewertung 3,0 (3) · Massimo Morini. Published by John Wiley and#38; Sons (2011). ISBN 10: ISBN 13: New Quantity available: 8.
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Time Series Analysis: Forecasting and Control. Hoboken, NJ: John Wiley & Sons, Inc. Brigo, Damiano, Massimo Morini, and Andrea Pallavicini
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A Practical Guide for Quants, Traders and Validators Massimo Morini. This edition first published © John Wiley & Sons, Ltd Registered Office John ...
Credit Models Theory and Practice Wiley Finance Series, Damiano ...www.paperbackswap.com › book
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· ... by Damiano Brigo, Aurelien Alfonsi, Massimo Morini, Andrea Pallavicini, ... Publisher: Wiley-Blackwell (an imprint of John Wiley & Sons Ltd)
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