Model Risk in Finance: Some Modeling and Numerical Analysis Issues (Q3631183)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Risk in Finance: Some Modeling and Numerical Analysis Issues |
scientific article |
Statements
Model Risk in Finance: Some Modeling and Numerical Analysis Issues (English)
0 references
5 June 2009
0 references
model risk
0 references
risk measure
0 references
value-at-risk
0 references
Monte Carlo approximation
0 references
erroneous measurement
0 references
stochastic game
0 references
