Market consistency : model calibration in imperfect markets /

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 auth...

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Bibliographic Details

Main Author:	Kemp, Malcolm H. D.
Format:	eBook
Language:	English
Published:	Chichester, U.K. : Wiley, ©2009.
Subjects:	Capital market. Banks and banking. Risk management. Risk Management
Online Access:	Connect to the full text of this electronic book