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Market Consistency: Model Calibration in Imperfect Markets

Malcolm Kemp
ISBN: 978-0-470-77088-7
Hardcover
376 pages
October 2009
List Price: US $87.00
Government Price: US $55.68
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Malcolm Kemp is a well known actuary and expert in risk and quantitative finance, with over 25 years’ experience in the financial services industry. From 1996 to 2009 he was Head of Quantitative Research at a leading UK investment management business and before that was a partner in an actuarial consultancy. He is currently Managing Director of Nematrian Limited.

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