Managing Model Uncertainty: Sensitivity Analysis and Bootstrapping
July 16, 2015
Uncertainty is a continual challenge in financial modeling, as the value of a model depends on the accuracy and reliability of its output. As models are an abstraction of reality, output is always subject to imprecision. This webinar helps risk managers identify, quantify, and communicate the uncertainties in model outputs, and helps model users make more informed decisions.
This webinar helps quantify model uncertainty, gives an overview of sensitivity analysis and bootstrapping techniques in SAS and R, and explores ways to manage the uncertainty risk inherent in financial models.
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