Radu Tunaru: 2 books
Model Risk in Financial Markets
From Financial Engineering to Risk Management
Language: English
Release Date: June 8, 2015
The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the sovereign crises, and other major political events....
Real-Estate Derivatives
From Econometrics to Financial Engineering
Language: English
Release Date: April 7, 2017
This book brings together the latest concepts and models in real-estate derivatives, the new frontier in financial markets. The importance of real-estate derivatives in managing property price risk that has destabilized economies frequently over the last hundred years has been brought into the limelight...