Market consistency: model calibration in imperfect markets
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, U.K.
Wiley
©2009
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| Series: | Wiley finance
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| Subjects: | |
| Online Access: | FRO01 UBG01 Volltext |
| Item Description: | Includes bibliographical references and index Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines. Building on the author's experience as a practitioner, writer and speaker on the topic, the book explores how risk management and related disciplines might develop as fair valuation principles become more entrenched in finance and regulatory practice. This is the only text that clearly illustrates how to calibrate risk |
| Physical Description: | 1 Online-Ressource (xxv, 350 pages) |
| ISBN: | 9781119207184 1119207185 9780470682791 0470682795 |
Staff View
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:46Z |
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| isbn | 9781119207184 1119207185 9780470682791 0470682795 |
| language | English |
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| spelling | Kemp, Malcolm H. D. Verfasser aut Market consistency model calibration in imperfect markets Malcolm H.D. Kemp Chichester, U.K. Wiley ©2009 1 Online-Ressource (xxv, 350 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance Includes bibliographical references and index Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines. Building on the author's experience as a practitioner, writer and speaker on the topic, the book explores how risk management and related disciplines might develop as fair valuation principles become more entrenched in finance and regulatory practice. This is the only text that clearly illustrates how to calibrate risk BUSINESS & ECONOMICS / Finance bisacsh Banks and banking fast Capital market fast Risk management fast Banks and banking Capital market Risk management Bank Wirtschaft Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 s Risikomanagement (DE-588)4121590-4 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-77088-7 Erscheint auch als Druck-Ausgabe, Hardcover 0-470-77088-0 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119207184 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Kemp, Malcolm H. D. Market consistency model calibration in imperfect markets BUSINESS & ECONOMICS / Finance bisacsh Banks and banking fast Capital market fast Risk management fast Banks and banking Capital market Risk management Bank Wirtschaft Risikomanagement (DE-588)4121590-4 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4029578-3 |
| title | Market consistency model calibration in imperfect markets |
| title_auth | Market consistency model calibration in imperfect markets |
| title_exact_search | Market consistency model calibration in imperfect markets |
| title_full | Market consistency model calibration in imperfect markets Malcolm H.D. Kemp |
| title_fullStr | Market consistency model calibration in imperfect markets Malcolm H.D. Kemp |
| title_full_unstemmed | Market consistency model calibration in imperfect markets Malcolm H.D. Kemp |
| title_short | Market consistency |
| title_sort | market consistency model calibration in imperfect markets |
| title_sub | model calibration in imperfect markets |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Banks and banking fast Capital market fast Risk management fast Banks and banking Capital market Risk management Bank Wirtschaft Risikomanagement (DE-588)4121590-4 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Banks and banking Capital market Risk management Bank Wirtschaft Risikomanagement Kapitalmarkt |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119207184 |
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