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Model Risk Management: Risk Bounds under Uncertainty Ruschendorf, Ludger (Albert-Ludwigs-Universitat Freiburg, Germany)
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Model Risk Management: Risk Bounds under Uncertainty
Ruschendorf, Ludger (Albert-Ludwigs-Universitat Freiburg, Germany)
The first 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.
344 pages, Worked examples or Exercises
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 25, 2024 |
| ISBN13 | 9781009367165 |
| Publishers | Cambridge University Press |
| Pages | 345 |
| Dimensions | 251 × 175 × 26 mm · 756 g |
| Language | English |
