Model risk in the over-the-counter market (Q2076856)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model risk in the over-the-counter market |
scientific article |
Statements
Model risk in the over-the-counter market (English)
0 references
22 February 2022
0 references
risk management
0 references
robustness and sensitivity analysis
0 references
forward starting option
0 references
variance swap
0 references
model risk
0 references
0 references
