Bayesian Risk Management A Guide to Model Risk and Sequential Learning in Financial Markets |
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| Author:
| Sekerke, Matt |
| Series title: | Wiley Finance Ser. |
| ISBN: | 978-1-118-70860-6 |
| Publication Date: | Sep 2015 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Hardback |
| List Price: | USD $95.00 |
Book Description:
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A risk measurement and management framework that takes model risk seriously
Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur.
A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur.