Applying hedging strategies to estimate model risk and provision calculation (Q5397439)
From MaRDI portal
scientific article; zbMATH DE number 6260388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying hedging strategies to estimate model risk and provision calculation |
scientific article; zbMATH DE number 6260388 |
Statements
Applying hedging strategies to estimate model risk and provision calculation (English)
0 references
20 February 2014
0 references
risk management
0 references
risk measures
0 references
pricing models
0 references
validation of pricing models
0 references
0 references
