Models - Towards a global valuation model - Banks use a variety of pricing models across business lines, creating discrepancies in the way various financial instruments are priced. But developments in high-throughput computing could lead to the possibility of a global valuation model.
| Year of publication: |
2010
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|---|---|
| Authors: | Albanese, Claudio ; Gimonet, Guillaume ; White, Steve |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 23.2010, 5, p. 68-72
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