M. Morini – författare
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3 produkter
Agent-based Models of the Economy
From Theories to Applications
Inbunden, 2015
1467 kr
Lägg i varukorg
Agent-based models are tools that provide researchers in economic fields with unprecedented analytical capabilities. This book describes the power of agent-based models along their methodology, and it provides several examples of applications spanning from public policy evaluation to financial …
Agent-based Models of the Economy
From Theories to Applications
Av P. Terna, M. Sonnessa m. fl.
E-bok, 2015
1911 kr
Lägg i varukorg
Agent-based models are tools that provide researchers in economic fields with unprecedented analytical capabilities. This book describes the power of agent-based models along their methodology, and it provides several examples of applications spanning from public policy evaluation to financial …
Understanding and Managing Model Risk – A Practical Guide for Quants, Traders and Validators
Av M Morini
2012
1085 kr
Tillfälligt slut
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 mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of …