Sökning: "Sofia Sved"

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  1. 1. Quantification of Model Rrisk

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sofia Sved; [2019]
    Nyckelord :;

    Sammanfattning : The awareness of model risk has increased due to the increased use of models to valuate financial instruments and their increasing complexity and regulators now require financial institutions to manage it. Despite this, there is still no industry or market standard when it comes to the quantification of model risk. LÄS MER